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 | 5.22% | 0.43 CHF | 0.44 CHF | 120'000 | 50'000 | 105'535 | 42'118 | 42'554 CHF | 17'525 CHF | 99.00% | 99.00% |
15.05.2024 | 6.85% | 0.39 CHF | 0.46 CHF | 10'000 | 10'000 | 83'142 | 36'597 | 36'527 CHF | 16'575 CHF | 98.05% | 98.05% |
14.05.2024 | 2.14% | 0.47 CHF | 0.48 CHF | 110'000 | 50'000 | 101'733 | 49'476 | 50'738 CHF | 25'201 CHF | 97.89% | 97.89% |
13.05.2024 | 2.12% | 0.52 CHF | 0.53 CHF | 100'000 | 50'000 | 98'443 | 49'251 | 51'205 CHF | 26'121 CHF | 100.00% | 100.00% |
10.05.2024 | 1.85% | 0.54 CHF | 0.55 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 53'678 CHF | 27'339 CHF | 98.54% | 98.54% |
08.05.2024 | 1.72% | 0.57 CHF | 0.58 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 51'843 CHF | 29'302 CHF | 100.00% | 100.00% |
07.05.2024 | 1.68% | 0.56 CHF | 0.57 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 53'024 CHF | 29'958 CHF | 99.97% | 99.97% |
06.05.2024 | 2.69% | 0.60 CHF | 0.61 CHF | 90'000 | 50'000 | 82'150 | 46'075 | 48'121 CHF | 27'495 CHF | 100.00% | 100.00% |
03.05.2024 | 3.40% | 0.60 CHF | 0.61 CHF | 90'000 | 50'000 | 76'115 | 43'057 | 44'864 CHF | 25'897 CHF | 97.08% | 97.08% |
02.05.2024 | 2.29% | 0.61 CHF | 0.62 CHF | 90'000 | 50'000 | 84'360 | 47'228 | 51'490 CHF | 29'334 CHF | 99.47% | 99.47% |