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 | 1.50% | 0.66 CHF | 0.67 CHF | 98'000 | 98'000 | 97'990 | 97'990 | 65'122 CHF | 66'102 CHF | 100.00% | 100.00% |
15.05.2024 | 1.58% | 0.65 CHF | 0.66 CHF | 100'000 | 100'000 | 99'359 | 99'359 | 62'735 CHF | 63'731 CHF | 100.00% | 100.00% |
14.05.2024 | 1.56% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 99'269 | 99'269 | 63'192 CHF | 64'185 CHF | 99.99% | 99.99% |
13.05.2024 | 3.02% | 0.31 CHF | 0.33 CHF | 108'000 | 108'000 | 108'000 | 108'000 | 35'200 CHF | 36'280 CHF | 17.58% | 99.86% |
10.05.2024 | 3.54% | 0.28 CHF | 0.29 CHF | 108'000 | 108'000 | 108'400 | 108'400 | 30'098 CHF | 31'182 CHF | 100.00% | 100.00% |
08.05.2024 | 3.69% | 0.26 CHF | 0.27 CHF | 110'000 | 110'000 | 109'433 | 109'433 | 29'165 CHF | 30'260 CHF | 98.93% | 98.93% |
07.05.2024 | 4.31% | 0.27 CHF | 0.28 CHF | 110'000 | 110'000 | 109'943 | 109'943 | 25'097 CHF | 26'197 CHF | 99.88% | 99.88% |
06.05.2024 | 4.34% | 0.23 CHF | 0.24 CHF | 110'000 | 110'000 | 110'071 | 110'071 | 24'857 CHF | 25'958 CHF | 100.00% | 100.00% |
03.05.2024 | 5.15% | 0.22 CHF | 0.23 CHF | 110'000 | 110'000 | 111'713 | 111'713 | 21'218 CHF | 22'336 CHF | 99.96% | 99.96% |
02.05.2024 | 5.45% | 0.16 CHF | 0.17 CHF | 112'000 | 112'000 | 112'000 | 112'000 | 20'053 CHF | 21'173 CHF | 98.20% | 98.20% |