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 | 4.39% | 0.22 CHF | 0.23 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 11'142 CHF | 11'642 CHF | 99.76% | 99.76% |
15.05.2024 | 4.10% | 0.23 CHF | 0.24 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 11'939 CHF | 12'439 CHF | 100.00% | 100.00% |
14.05.2024 | 4.13% | 0.23 CHF | 0.24 CHF | 50'000 | 50'000 | 50'000 | 49'993 | 11'858 CHF | 12'357 CHF | 100.00% | 100.00% |
13.05.2024 | 3.63% | 0.27 CHF | 0.28 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 13'532 CHF | 14'032 CHF | 100.00% | 100.00% |
10.05.2024 | 3.72% | 0.25 CHF | 0.26 CHF | 50'000 | 50'000 | 50'000 | 49'993 | 13'231 CHF | 13'729 CHF | 100.00% | 100.00% |
08.05.2024 | 3.33% | 0.29 CHF | 0.30 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 14'794 CHF | 15'294 CHF | 100.00% | 100.00% |
07.05.2024 | 2.95% | 0.30 CHF | 0.31 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 16'758 CHF | 17'258 CHF | 99.75% | 99.75% |
06.05.2024 | 3.22% | 0.30 CHF | 0.31 CHF | 50'000 | 50'000 | 50'000 | 49'993 | 15'297 CHF | 15'795 CHF | 99.51% | 99.51% |
03.05.2024 | 2.97% | 0.34 CHF | 0.35 CHF | 50'000 | 50'000 | 50'000 | 49'993 | 16'595 CHF | 17'092 CHF | 99.72% | 99.72% |
02.05.2024 | 2.71% | 0.36 CHF | 0.37 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 18'218 CHF | 18'718 CHF | 100.00% | 100.00% |