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 | 3.26% | 0.29 CHF | 0.30 CHF | 180'000 | 50'000 | 169'940 | 28'881 | 51'247 CHF | 9'017 CHF | 99.65% | 99.65% |
15.05.2024 | 3.43% | 0.30 CHF | 0.31 CHF | 170'000 | 50'000 | 179'215 | 28'963 | 51'324 CHF | 8'717 CHF | 97.59% | 97.59% |
14.05.2024 | 5.97% | 0.26 CHF | 0.31 CHF | 5'000 | 5'000 | 128'970 | 19'450 | 40'890 CHF | 6'357 CHF | 98.68% | 98.68% |
13.05.2024 | 3.03% | 0.31 CHF | 0.32 CHF | 170'000 | 50'000 | 161'542 | 28'884 | 52'589 CHF | 9'601 CHF | 99.56% | 99.56% |
10.05.2024 | 3.12% | 0.34 CHF | 0.35 CHF | 150'000 | 50'000 | 166'222 | 28'760 | 52'357 CHF | 9'453 CHF | 98.58% | 98.58% |
08.05.2024 | 5.81% | 0.29 CHF | 0.34 CHF | 5'000 | 5'000 | 134'119 | 19'408 | 41'186 CHF | 6'221 CHF | 99.64% | 99.64% |
07.05.2024 | 3.55% | 0.28 CHF | 0.29 CHF | 180'000 | 50'000 | 184'636 | 28'884 | 51'111 CHF | 8'373 CHF | 99.58% | 99.58% |
06.05.2024 | 3.65% | 0.27 CHF | 0.28 CHF | 190'000 | 50'000 | 190'167 | 28'879 | 51'207 CHF | 8'011 CHF | 99.65% | 99.65% |
03.05.2024 | 5.36% | 0.27 CHF | 0.32 CHF | 5'000 | 5'000 | 155'652 | 22'556 | 44'698 CHF | 6'687 CHF | 99.64% | 99.64% |
02.05.2024 | 3.49% | 0.30 CHF | 0.31 CHF | 170'000 | 50'000 | 180'592 | 28'959 | 50'918 CHF | 8'570 CHF | 99.20% | 99.20% |