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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 2.24% | 0.42 CHF | 0.43 CHF | 120'000 | 50'000 | 118'996 | 30'419 | 52'564 CHF | 13'692 CHF | 99.44% | 99.44% |
16.05.2024 | 2.04% | 0.50 CHF | 0.51 CHF | 100'000 | 50'000 | 109'201 | 28'193 | 52'889 CHF | 13'957 CHF | 89.18% | 89.18% |
15.05.2024 | 3.75% | 0.45 CHF | 0.48 CHF | 5'000 | 5'000 | 117'927 | 20'977 | 40'922 CHF | 7'585 CHF | 99.12% | 99.12% |
14.05.2024 | 3.07% | 0.33 CHF | 0.34 CHF | 160'000 | 50'000 | 162'113 | 29'761 | 52'077 CHF | 9'862 CHF | 88.95% | 88.95% |
13.05.2024 | 2.84% | 0.33 CHF | 0.34 CHF | 160'000 | 50'000 | 148'053 | 30'448 | 51'420 CHF | 10'764 CHF | 98.94% | 98.94% |
10.05.2024 | 2.74% | 0.35 CHF | 0.36 CHF | 150'000 | 50'000 | 141'848 | 30'381 | 51'110 CHF | 11'281 CHF | 97.61% | 97.61% |
08.05.2024 | 2.53% | 0.38 CHF | 0.39 CHF | 140'000 | 50'000 | 132'242 | 30'424 | 51'560 CHF | 12'229 CHF | 99.39% | 99.39% |
07.05.2024 | 2.34% | 0.41 CHF | 0.42 CHF | 130'000 | 50'000 | 123'067 | 30'516 | 51'953 CHF | 13'070 CHF | 98.17% | 98.17% |
06.05.2024 | 2.51% | 0.45 CHF | 0.46 CHF | 120'000 | 50'000 | 133'102 | 30'488 | 52'277 CHF | 12'573 CHF | 98.17% | 98.17% |
03.05.2024 | 3.08% | 0.34 CHF | 0.35 CHF | 150'000 | 50'000 | 162'697 | 30'443 | 51'924 CHF | 10'224 CHF | 99.46% | 99.46% |