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 | 4.41% | 0.48 CHF | 0.49 CHF | 110'000 | 100'000 | 86'059 | 84'234 | 43'206 CHF | 43'399 CHF | 99.00% | 99.00% |
15.05.2024 | 6.14% | 0.46 CHF | 0.53 CHF | 20'000 | 20'000 | 79'843 | 73'193 | 38'192 CHF | 36'132 CHF | 98.05% | 98.05% |
14.05.2024 | 2.32% | 0.47 CHF | 0.48 CHF | 110'000 | 100'000 | 110'985 | 98'953 | 51'090 CHF | 46'576 CHF | 97.88% | 97.88% |
13.05.2024 | 2.34% | 0.46 CHF | 0.47 CHF | 110'000 | 100'000 | 108'319 | 98'506 | 51'048 CHF | 47'429 CHF | 99.99% | 99.99% |
10.05.2024 | 2.09% | 0.47 CHF | 0.48 CHF | 110'000 | 100'000 | 110'004 | 100'000 | 51'993 CHF | 48'265 CHF | 98.67% | 98.67% |
08.05.2024 | 2.16% | 0.46 CHF | 0.47 CHF | 110'000 | 100'000 | 111'890 | 100'000 | 51'248 CHF | 46'816 CHF | 99.99% | 99.99% |
07.05.2024 | 2.09% | 0.48 CHF | 0.49 CHF | 110'000 | 100'000 | 110'000 | 100'000 | 52'212 CHF | 48'466 CHF | 99.95% | 99.95% |
06.05.2024 | 3.16% | 0.49 CHF | 0.50 CHF | 110'000 | 100'000 | 95'824 | 92'150 | 47'534 CHF | 46'773 CHF | 99.99% | 99.99% |
03.05.2024 | 4.08% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 92'694 | 85'982 | 44'864 CHF | 42'721 CHF | 97.28% | 97.28% |
02.05.2024 | 3.26% | 0.42 CHF | 0.43 CHF | 120'000 | 100'000 | 113'066 | 94'453 | 48'819 CHF | 41'801 CHF | 99.42% | 99.42% |