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 | 5.29% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 298'992 | 298'992 | 55'480 CHF | 58'478 CHF | 98.48% | 98.48% |
15.05.2024 | 3.61% | 0.23 CHF | 0.24 CHF | 300'000 | 300'000 | 287'604 | 287'604 | 88'654 CHF | 91'614 CHF | 100.00% | 100.00% |
14.05.2024 | 3.71% | 0.36 CHF | 0.37 CHF | 300'000 | 300'000 | 226'642 | 226'642 | 88'958 CHF | 91'955 CHF | 99.99% | 99.99% |
13.05.2024 | 2.53% | 0.39 CHF | 0.40 CHF | 300'000 | 300'000 | 299'447 | 299'447 | 117'664 CHF | 120'662 CHF | 100.00% | 100.00% |
10.05.2024 | 2.40% | 0.44 CHF | 0.45 CHF | 300'000 | 300'000 | 299'450 | 299'450 | 123'940 CHF | 126'938 CHF | 100.00% | 100.00% |
08.05.2024 | 2.00% | 0.49 CHF | 0.50 CHF | 300'000 | 300'000 | 297'120 | 297'120 | 150'741 CHF | 153'739 CHF | 93.33% | 93.33% |
07.05.2024 | 1.91% | 0.48 CHF | 0.49 CHF | 300'000 | 300'000 | 299'144 | 299'144 | 156'618 CHF | 159'617 CHF | 99.98% | 99.98% |
06.05.2024 | 1.58% | 0.59 CHF | 0.60 CHF | 300'000 | 300'000 | 299'451 | 299'451 | 189'084 CHF | 192'082 CHF | 100.00% | 100.00% |
03.05.2024 | 1.65% | 0.75 CHF | 0.76 CHF | 280'000 | 280'000 | 245'953 | 245'953 | 209'710 CHF | 212'397 CHF | 100.00% | 100.00% |
02.05.2024 | 0.91% | 1.10 CHF | 1.11 CHF | 250'000 | 250'000 | 249'528 | 249'528 | 274'994 CHF | 277'492 CHF | 99.61% | 99.61% |