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 | 4.18% | 0.22 CHF | 0.23 CHF | 198'485 | 100'000 | 197'133 | 100'000 | 46'244 CHF | 24'464 CHF | 99.28% | 99.28% |
15.05.2024 | 3.77% | 0.23 CHF | 0.24 CHF | 197'595 | 100'000 | 191'541 | 99'176 | 50'018 CHF | 26'910 CHF | 91.19% | 91.19% |
14.05.2024 | 4.15% | 0.27 CHF | 0.28 CHF | 195'639 | 100'000 | 198'214 | 100'000 | 46'802 CHF | 24'617 CHF | 99.61% | 99.61% |
13.05.2024 | 4.80% | 0.27 CHF | 0.28 CHF | 195'700 | 100'000 | 200'303 | 100'000 | 41'613 CHF | 21'819 CHF | 99.42% | 99.42% |
10.05.2024 | 8.90% | 0.12 CHF | 0.13 CHF | 209'266 | 100'000 | 209'730 | 100'000 | 22'733 CHF | 11'843 CHF | 100.00% | 100.00% |
08.05.2024 | 10.37% | 0.09 CHF | 0.10 CHF | 209'193 | 100'000 | 208'750 | 100'000 | 19'243 CHF | 10'221 CHF | 100.00% | 100.00% |
07.05.2024 | 7.13% | 0.13 CHF | 0.14 CHF | 205'067 | 100'000 | 204'295 | 100'000 | 27'918 CHF | 14'673 CHF | 96.40% | 96.40% |
06.05.2024 | 6.15% | 0.17 CHF | 0.18 CHF | 200'575 | 100'000 | 201'839 | 100'000 | 32'123 CHF | 16'925 CHF | 100.00% | 100.00% |
03.05.2024 | 6.28% | 0.16 CHF | 0.17 CHF | 202'145 | 100'000 | 202'450 | 100'000 | 31'346 CHF | 16'488 CHF | 98.62% | 98.62% |
02.05.2024 | 5.05% | 0.19 CHF | 0.20 CHF | 201'455 | 100'000 | 200'712 | 100'000 | 38'788 CHF | 20'328 CHF | 99.12% | 99.12% |