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 | 4.28% | 0.49 CHF | 0.50 CHF | 110'000 | 100'000 | 84'819 | 84'234 | 43'406 CHF | 44'197 CHF | 99.00% | 99.00% |
15.05.2024 | 5.78% | 0.48 CHF | 0.55 CHF | 20'000 | 20'000 | 73'193 | 73'193 | 38'124 CHF | 39'256 CHF | 98.05% | 98.05% |
14.05.2024 | 2.02% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 98'953 | 98'953 | 52'458 CHF | 53'463 CHF | 97.88% | 97.88% |
13.05.2024 | 2.01% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 98'506 | 98'506 | 54'182 CHF | 55'189 CHF | 99.99% | 99.99% |
10.05.2024 | 1.77% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 56'026 CHF | 57'026 CHF | 93.28% | 93.28% |
08.05.2024 | 1.74% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 57'131 CHF | 58'131 CHF | 100.00% | 100.00% |
07.05.2024 | 1.74% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 57'053 CHF | 58'053 CHF | 99.95% | 99.95% |
06.05.2024 | 2.68% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 92'150 | 92'150 | 54'243 CHF | 55'282 CHF | 99.99% | 99.99% |
03.05.2024 | 3.41% | 0.60 CHF | 0.61 CHF | 100'000 | 100'000 | 85'889 | 85'889 | 51'176 CHF | 52'246 CHF | 97.42% | 97.42% |
02.05.2024 | 2.39% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 94'458 | 94'458 | 54'992 CHF | 56'019 CHF | 99.47% | 99.47% |