Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
16.05.2024 | 5.07% | 0.42 CHF | 0.43 CHF | 120'000 | 100'000 | 99'298 | 84'234 | 43'311 CHF | 37'819 CHF | 99.00% | 99.00% |
15.05.2024 | 7.08% | 0.40 CHF | 0.47 CHF | 20'000 | 20'000 | 90'612 | 73'193 | 37'335 CHF | 31'277 CHF | 98.05% | 98.05% |
14.05.2024 | 2.71% | 0.41 CHF | 0.42 CHF | 130'000 | 100'000 | 128'857 | 98'953 | 50'761 CHF | 39'987 CHF | 97.87% | 97.87% |
13.05.2024 | 2.71% | 0.40 CHF | 0.41 CHF | 130'000 | 100'000 | 127'142 | 98'506 | 51'531 CHF | 40'938 CHF | 99.99% | 99.99% |
10.05.2024 | 2.43% | 0.41 CHF | 0.42 CHF | 130'000 | 100'000 | 129'429 | 100'000 | 52'658 CHF | 41'691 CHF | 90.99% | 90.99% |
08.05.2024 | 2.52% | 0.39 CHF | 0.40 CHF | 130'000 | 100'000 | 130'115 | 100'000 | 51'009 CHF | 40'204 CHF | 99.99% | 99.99% |
07.05.2024 | 2.42% | 0.41 CHF | 0.42 CHF | 130'000 | 100'000 | 127'790 | 100'000 | 52'238 CHF | 41'897 CHF | 99.96% | 99.96% |
06.05.2024 | 3.62% | 0.43 CHF | 0.44 CHF | 120'000 | 100'000 | 110'187 | 92'150 | 47'541 CHF | 40'790 CHF | 99.99% | 99.99% |
03.05.2024 | 4.71% | 0.44 CHF | 0.45 CHF | 120'000 | 100'000 | 106'384 | 85'886 | 44'482 CHF | 37'017 CHF | 97.42% | 97.42% |
02.05.2024 | 3.20% | 0.36 CHF | 0.37 CHF | 140'000 | 100'000 | 136'426 | 97'516 | 50'002 CHF | 36'749 CHF | 95.54% | 95.54% |