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 | 4.84% | 0.33 CHF | 0.34 CHF | 80'000 | 80'000 | 79'876 | 79'876 | 24'294 CHF | 25'494 CHF | 100.00% | 100.00% |
15.05.2024 | 3.86% | 0.38 CHF | 0.40 CHF | 80'000 | 80'000 | 79'853 | 79'853 | 30'604 CHF | 31'804 CHF | 99.82% | 99.82% |
14.05.2024 | 3.83% | 0.40 CHF | 0.42 CHF | 80'000 | 80'000 | 79'980 | 79'980 | 30'812 CHF | 32'012 CHF | 100.00% | 100.00% |
13.05.2024 | 4.17% | 0.37 CHF | 0.38 CHF | 80'000 | 80'000 | 82'034 | 82'034 | 28'877 CHF | 30'108 CHF | 100.00% | 100.00% |
10.05.2024 | 4.66% | 0.31 CHF | 0.33 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 31'483 CHF | 32'983 CHF | 100.00% | 100.00% |
08.05.2024 | 5.71% | 0.26 CHF | 0.27 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 25'523 CHF | 27'021 CHF | 99.06% | 99.06% |
07.05.2024 | 5.68% | 0.26 CHF | 0.27 CHF | 100'000 | 100'000 | 99'918 | 99'918 | 25'716 CHF | 27'216 CHF | 100.00% | 100.00% |
06.05.2024 | 5.73% | 0.25 CHF | 0.27 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 26'365 CHF | 27'924 CHF | 100.00% | 100.00% |
03.05.2024 | 5.43% | 0.22 CHF | 0.23 CHF | 120'000 | 120'000 | 119'817 | 119'817 | 25'764 CHF | 27'202 CHF | 99.99% | 99.99% |
02.05.2024 | 6.05% | 0.19 CHF | 0.20 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 23'128 CHF | 24'568 CHF | 100.00% | 100.00% |