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 | 9.10% | 0.23 CHF | 0.24 CHF | 220'000 | 100'000 | 167'700 | 84'234 | 41'375 CHF | 21'815 CHF | 99.00% | 99.00% |
15.05.2024 | 12.81% | 0.21 CHF | 0.28 CHF | 20'000 | 20'000 | 157'179 | 73'193 | 35'000 CHF | 17'363 CHF | 98.05% | 98.05% |
14.05.2024 | 5.18% | 0.22 CHF | 0.23 CHF | 230'000 | 100'000 | 243'332 | 98'953 | 49'570 CHF | 21'184 CHF | 97.88% | 97.88% |
13.05.2024 | 5.06% | 0.21 CHF | 0.22 CHF | 240'000 | 100'000 | 230'567 | 98'506 | 49'616 CHF | 22'215 CHF | 99.99% | 99.99% |
10.05.2024 | 4.51% | 0.21 CHF | 0.22 CHF | 240'000 | 100'000 | 233'306 | 100'000 | 50'520 CHF | 22'669 CHF | 91.00% | 91.00% |
08.05.2024 | 4.84% | 0.20 CHF | 0.21 CHF | 250'000 | 100'000 | 248'264 | 100'000 | 50'097 CHF | 21'187 CHF | 99.99% | 99.99% |
07.05.2024 | 4.47% | 0.22 CHF | 0.23 CHF | 230'000 | 100'000 | 231'213 | 100'000 | 50'532 CHF | 22'879 CHF | 99.96% | 99.96% |
06.05.2024 | 6.40% | 0.23 CHF | 0.24 CHF | 220'000 | 100'000 | 189'929 | 92'150 | 45'816 CHF | 23'254 CHF | 99.99% | 99.99% |
03.05.2024 | 8.33% | 0.25 CHF | 0.26 CHF | 200'000 | 100'000 | 186'948 | 85'985 | 42'545 CHF | 20'687 CHF | 97.28% | 97.28% |
02.05.2024 | 7.91% | 0.17 CHF | 0.18 CHF | 300'000 | 100'000 | 269'995 | 94'455 | 47'389 CHF | 17'597 CHF | 99.47% | 99.47% |