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 | 4.63% | 0.19 CHF | 0.20 CHF | 100'000 | 100'000 | 46'716 | 46'716 | 9'860 CHF | 10'331 CHF | 100.00% | 100.00% |
15.05.2024 | 5.45% | 0.18 CHF | 0.19 CHF | 120'000 | 120'000 | 53'383 | 53'383 | 9'837 CHF | 10'374 CHF | 99.99% | 99.99% |
14.05.2024 | 5.18% | 0.19 CHF | 0.20 CHF | 120'000 | 120'000 | 53'524 | 53'524 | 10'407 CHF | 10'944 CHF | 100.00% | 100.00% |
13.05.2024 | 4.51% | 0.20 CHF | 0.21 CHF | 110'000 | 110'000 | 51'398 | 51'398 | 11'179 CHF | 11'695 CHF | 100.00% | 100.00% |
10.05.2024 | 4.32% | 0.22 CHF | 0.23 CHF | 90'000 | 90'000 | 39'369 | 39'369 | 10'786 CHF | 11'235 CHF | 99.83% | 99.83% |
08.05.2024 | 3.47% | 0.37 CHF | 0.38 CHF | 80'000 | 80'000 | 33'722 | 33'722 | 12'240 CHF | 12'627 CHF | 97.50% | 97.50% |
07.05.2024 | 3.43% | 0.44 CHF | 0.45 CHF | 80'000 | 80'000 | 37'251 | 37'251 | 14'144 CHF | 14'572 CHF | 99.99% | 99.99% |
06.05.2024 | 3.97% | 0.31 CHF | 0.32 CHF | 90'000 | 90'000 | 45'752 | 45'752 | 13'939 CHF | 14'461 CHF | 100.00% | 100.00% |
03.05.2024 | 3.33% | 0.28 CHF | 0.30 CHF | 100'000 | 100'000 | 46'604 | 46'604 | 14'503 CHF | 14'982 CHF | 99.23% | 99.23% |
02.05.2024 | 3.46% | 0.30 CHF | 0.31 CHF | 110'000 | 110'000 | 51'346 | 51'346 | 14'947 CHF | 15'463 CHF | 99.98% | 99.98% |