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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24.05.2024 | 4.55% | 0.44 CHF | 0.46 CHF | 300'000 | 20'000 | 299'993 | 20'000 | 129'036 CHF | 9'003 CHF | 99.36% | 99.36% |
23.05.2024 | 4.03% | 0.53 CHF | 0.55 CHF | 300'000 | 20'000 | 300'000 | 20'000 | 146'468 CHF | 10'165 CHF | 99.31% | 99.31% |
22.05.2024 | 4.35% | 0.46 CHF | 0.48 CHF | 300'000 | 20'000 | 300'000 | 20'000 | 135'368 CHF | 9'425 CHF | 98.54% | 98.54% |
21.05.2024 | 3.88% | 0.50 CHF | 0.52 CHF | 300'000 | 20'000 | 300'000 | 20'000 | 151'861 CHF | 10'524 CHF | 97.77% | 97.77% |
17.05.2024 | 3.95% | 0.48 CHF | 0.50 CHF | 300'000 | 20'000 | 300'000 | 20'000 | 149'268 CHF | 10'351 CHF | 99.38% | 99.38% |
16.05.2024 | 1.95% | 0.50 CHF | 0.51 CHF | 300'000 | 30'000 | 300'000 | 30'000 | 153'252 CHF | 15'625 CHF | 89.84% | 89.84% |
15.05.2024 | 2.86% | 0.41 CHF | 0.42 CHF | 300'000 | 100'000 | 315'315 | 105'105 | 108'783 CHF | 37'312 CHF | 99.38% | 99.38% |
14.05.2024 | 2.66% | 0.34 CHF | 0.35 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 111'944 CHF | 38'315 CHF | 99.36% | 99.36% |
13.05.2024 | 3.00% | 0.30 CHF | 0.31 CHF | 450'000 | 150'000 | 326'984 | 108'995 | 107'075 CHF | 36'782 CHF | 98.79% | 98.79% |
10.05.2024 | 2.87% | 0.29 CHF | 0.30 CHF | 450'000 | 150'000 | 336'240 | 112'080 | 114'552 CHF | 39'305 CHF | 99.36% | 99.36% |