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 | 3.73% | 0.32 CHF | 0.33 CHF | 210'000 | 210'000 | 93'035 | 93'035 | 25'748 CHF | 26'685 CHF | 99.97% | 99.97% |
15.05.2024 | 4.46% | 0.27 CHF | 0.28 CHF | 210'000 | 210'000 | 93'066 | 93'066 | 21'748 CHF | 22'683 CHF | 99.92% | 99.92% |
14.05.2024 | 5.43% | 0.18 CHF | 0.19 CHF | 220'000 | 220'000 | 95'671 | 95'671 | 17'489 CHF | 18'449 CHF | 99.89% | 99.89% |
13.05.2024 | 5.49% | 0.19 CHF | 0.20 CHF | 220'000 | 220'000 | 94'658 | 94'658 | 17'609 CHF | 18'560 CHF | 100.00% | 100.00% |
10.05.2024 | 6.88% | 0.15 CHF | 0.16 CHF | 220'000 | 220'000 | 95'572 | 95'572 | 14'268 CHF | 15'227 CHF | 100.00% | 100.00% |
08.05.2024 | 6.74% | 0.15 CHF | 0.16 CHF | 220'000 | 220'000 | 93'106 | 93'106 | 14'135 CHF | 15'071 CHF | 99.06% | 99.06% |
07.05.2024 | 5.67% | 0.18 CHF | 0.19 CHF | 220'000 | 220'000 | 94'988 | 94'988 | 16'785 CHF | 17'740 CHF | 99.67% | 99.67% |
06.05.2024 | 6.72% | 0.17 CHF | 0.18 CHF | 220'000 | 220'000 | 94'495 | 94'495 | 14'934 CHF | 15'883 CHF | 100.00% | 100.00% |
03.05.2024 | 9.79% | 0.10 CHF | 0.11 CHF | 240'000 | 240'000 | 100'257 | 100'257 | 10'228 CHF | 11'235 CHF | 99.81% | 99.81% |
02.05.2024 | 11.47% | 0.09 CHF | 0.10 CHF | 240'000 | 240'000 | 100'607 | 100'607 | 8'314 CHF | 9'325 CHF | 100.00% | 100.00% |