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 | 4.11% | 0.43 CHF | 0.44 CHF | 200'000 | 200'000 | 74'744 | 74'744 | 31'898 CHF | 32'959 CHF | 99.62% | 99.62% |
15.05.2024 | 4.07% | 0.43 CHF | 0.44 CHF | 200'000 | 200'000 | 74'746 | 74'746 | 31'480 CHF | 32'541 CHF | 99.62% | 99.62% |
14.05.2024 | 4.14% | 0.42 CHF | 0.43 CHF | 300'000 | 300'000 | 112'114 | 112'114 | 46'860 CHF | 48'450 CHF | 99.63% | 99.63% |
13.05.2024 | 3.77% | 0.47 CHF | 0.48 CHF | 200'000 | 200'000 | 74'742 | 74'742 | 34'999 CHF | 36'060 CHF | 99.61% | 99.61% |
10.05.2024 | 4.00% | 0.48 CHF | 0.49 CHF | 200'000 | 200'000 | 74'105 | 74'105 | 32'431 CHF | 33'486 CHF | 98.58% | 98.58% |
08.05.2024 | 3.39% | 0.43 CHF | 0.44 CHF | 200'000 | 200'000 | 74'742 | 74'742 | 35'801 CHF | 36'861 CHF | 99.63% | 99.63% |
07.05.2024 | 2.89% | 0.53 CHF | 0.54 CHF | 200'000 | 200'000 | 74'906 | 74'906 | 44'656 CHF | 45'718 CHF | 99.16% | 99.16% |
06.05.2024 | 2.11% | 0.69 CHF | 0.70 CHF | 100'000 | 100'000 | 37'370 | 37'370 | 29'418 CHF | 29'949 CHF | 99.62% | 99.62% |
03.05.2024 | 3.15% | 0.96 CHF | 0.98 CHF | 100'000 | 100'000 | 37'346 | 37'346 | 38'890 CHF | 39'950 CHF | 99.60% | 99.60% |
02.05.2024 | 3.69% | 1.23 CHF | 1.26 CHF | 50'000 | 50'000 | 18'516 | 18'516 | 25'388 CHF | 26'179 CHF | 99.09% | 99.09% |