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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 4.07% | 0.33 CHF | 0.35 CHF | 80'000 | 80'000 | 79'998 | 79'998 | 28'938 CHF | 30'138 CHF | 99.13% | 99.13% |
16.05.2024 | 3.67% | 0.39 CHF | 0.40 CHF | 80'000 | 80'000 | 79'884 | 79'884 | 32'135 CHF | 33'335 CHF | 99.67% | 99.67% |
15.05.2024 | 4.58% | 0.41 CHF | 0.43 CHF | 90'000 | 90'000 | 93'001 | 93'001 | 30'088 CHF | 31'485 CHF | 99.99% | 99.99% |
14.05.2024 | 5.45% | 0.25 CHF | 0.27 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 24'136 CHF | 25'486 CHF | 99.88% | 99.88% |
13.05.2024 | 5.23% | 0.28 CHF | 0.30 CHF | 90'000 | 90'000 | 89'511 | 89'511 | 25'045 CHF | 26'387 CHF | 99.45% | 99.45% |
10.05.2024 | 4.67% | 0.34 CHF | 0.36 CHF | 90'000 | 90'000 | 94'582 | 94'582 | 29'706 CHF | 31'125 CHF | 100.00% | 100.00% |
08.05.2024 | 5.13% | 0.28 CHF | 0.30 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 28'528 CHF | 30'028 CHF | 98.93% | 98.93% |
07.05.2024 | 5.53% | 0.27 CHF | 0.28 CHF | 100'000 | 100'000 | 99'917 | 99'917 | 26'424 CHF | 27'924 CHF | 99.75% | 99.75% |
06.05.2024 | 5.80% | 0.25 CHF | 0.27 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 25'108 CHF | 26'608 CHF | 100.00% | 100.00% |
03.05.2024 | 5.59% | 0.26 CHF | 0.27 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 29'347 CHF | 31'039 CHF | 99.95% | 99.95% |