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 | 125.99% | 0.07 CHF | 0.35 CHF | 500'000 | 5'000 | 500'000 | 3'045 | 39'780 CHF | 1'066 CHF | 99.37% | 99.37% |
16.05.2024 | 123.18% | 0.08 CHF | 0.35 CHF | 500'000 | 5'000 | 498'710 | 3'043 | 41'544 CHF | 1'065 CHF | 99.65% | 99.65% |
15.05.2024 | 132.82% | 0.10 CHF | 0.35 CHF | 500'000 | 5'000 | 496'113 | 3'055 | 35'287 CHF | 1'069 CHF | 97.59% | 97.59% |
14.05.2024 | 109.59% | 0.06 CHF | 0.35 CHF | 5'000 | 5'000 | 358'490 | 3'049 | 39'768 CHF | 1'067 CHF | 98.62% | 98.62% |
13.05.2024 | 87.01% | 0.12 CHF | 0.35 CHF | 420'000 | 5'000 | 368'441 | 3'047 | 50'561 CHF | 1'066 CHF | 99.06% | 99.06% |
10.05.2024 | 93.59% | 0.18 CHF | 0.35 CHF | 280'000 | 5'000 | 404'210 | 3'033 | 50'555 CHF | 1'062 CHF | 98.58% | 98.58% |
08.05.2024 | 89.27% | 0.13 CHF | 0.35 CHF | 5'000 | 5'000 | 304'549 | 3'043 | 39'996 CHF | 1'065 CHF | 99.65% | 99.65% |
07.05.2024 | 111.44% | 0.11 CHF | 0.35 CHF | 460'000 | 5'000 | 479'215 | 3'044 | 47'570 CHF | 1'065 CHF | 99.58% | 99.58% |
06.05.2024 | 111.78% | 0.11 CHF | 0.35 CHF | 460'000 | 5'000 | 498'862 | 3'043 | 49'409 CHF | 1'065 CHF | 99.65% | 99.65% |
03.05.2024 | 89.20% | 0.15 CHF | 0.35 CHF | 340'000 | 5'000 | 378'600 | 3'041 | 50'525 CHF | 1'064 CHF | 99.53% | 99.53% |