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 | 6.04% | 0.34 CHF | 0.35 CHF | 150'000 | 100'000 | 117'611 | 84'234 | 42'729 CHF | 31'655 CHF | 99.00% | 99.00% |
15.05.2024 | 8.09% | 0.33 CHF | 0.40 CHF | 20'000 | 20'000 | 99'790 | 73'193 | 37'501 CHF | 28'557 CHF | 98.05% | 98.05% |
14.05.2024 | 2.80% | 0.37 CHF | 0.38 CHF | 140'000 | 100'000 | 135'524 | 98'953 | 51'653 CHF | 38'735 CHF | 97.88% | 97.88% |
13.05.2024 | 2.75% | 0.39 CHF | 0.40 CHF | 130'000 | 100'000 | 127'936 | 98'506 | 51'317 CHF | 40'516 CHF | 99.99% | 99.99% |
10.05.2024 | 2.40% | 0.42 CHF | 0.43 CHF | 120'000 | 100'000 | 128'387 | 100'000 | 52'832 CHF | 42'161 CHF | 98.68% | 98.68% |
08.05.2024 | 2.34% | 0.42 CHF | 0.43 CHF | 120'000 | 100'000 | 120'000 | 100'000 | 50'645 CHF | 43'204 CHF | 100.00% | 100.00% |
07.05.2024 | 2.35% | 0.42 CHF | 0.43 CHF | 120'000 | 100'000 | 120'393 | 100'000 | 50'705 CHF | 43'119 CHF | 99.96% | 99.96% |
06.05.2024 | 3.58% | 0.43 CHF | 0.44 CHF | 120'000 | 100'000 | 110'187 | 92'150 | 48'453 CHF | 41'550 CHF | 99.99% | 99.99% |
03.05.2024 | 4.54% | 0.46 CHF | 0.47 CHF | 110'000 | 100'000 | 101'958 | 85'854 | 45'606 CHF | 39'460 CHF | 97.40% | 97.40% |
02.05.2024 | 3.20% | 0.43 CHF | 0.44 CHF | 120'000 | 100'000 | 113'029 | 94'423 | 48'989 CHF | 41'948 CHF | 98.90% | 98.90% |