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 | 6.25% | 0.06 CHF | 0.06 CHF | 541'500 | 541'500 | 541'003 | 541'003 | 45'881 CHF | 48'588 CHF | 100.00% | 100.00% |
15.05.2024 | 3.60% | 0.15 CHF | 0.16 CHF | 331'700 | 331'700 | 330'841 | 330'841 | 45'685 CHF | 47'343 CHF | 100.00% | 100.00% |
14.05.2024 | 3.23% | 0.13 CHF | 0.13 CHF | 399'800 | 399'800 | 399'753 | 399'753 | 61'032 CHF | 63'031 CHF | 99.99% | 99.99% |
13.05.2024 | 2.80% | 0.26 CHF | 0.27 CHF | 118'300 | 118'300 | 118'300 | 118'300 | 42'232 CHF | 43'415 CHF | 100.00% | 100.00% |
10.05.2024 | 3.03% | 0.34 CHF | 0.35 CHF | 151'700 | 151'700 | 151'700 | 151'700 | 49'642 CHF | 51'157 CHF | 100.00% | 100.00% |
08.05.2024 | 2.90% | 0.74 CHF | 0.76 CHF | 60'500 | 60'500 | 60'495 | 60'495 | 41'850 CHF | 43'060 CHF | 99.29% | 99.29% |
07.05.2024 | 2.24% | 0.79 CHF | 0.81 CHF | 56'200 | 56'200 | 56'168 | 56'168 | 50'423 CHF | 51'547 CHF | 100.00% | 100.00% |
06.05.2024 | 2.11% | 0.63 CHF | 0.65 CHF | 38'600 | 38'600 | 38'600 | 38'600 | 38'096 CHF | 38'868 CHF | 100.00% | 100.00% |
03.05.2024 | 2.53% | 1.96 CHF | 2.02 CHF | 13'600 | 13'600 | 13'600 | 13'600 | 42'964 CHF | 44'069 CHF | 99.94% | 99.94% |
02.05.2024 | 4.78% | 4.19 CHF | 4.49 CHF | 4'700 | 4'700 | 4'700 | 4'700 | 29'636 CHF | 31'046 CHF | 99.97% | 99.97% |