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 | 9.03% | 0.25 CHF | 0.26 CHF | 200'000 | 50'000 | 180'226 | 42'118 | 40'929 CHF | 10'112 CHF | 99.00% | 99.00% |
15.05.2024 | 11.63% | 0.21 CHF | 0.28 CHF | 10'000 | 10'000 | 135'294 | 36'597 | 35'002 CHF | 9'947 CHF | 98.05% | 98.05% |
14.05.2024 | 3.30% | 0.29 CHF | 0.30 CHF | 180'000 | 50'000 | 159'377 | 49'476 | 51'355 CHF | 16'464 CHF | 97.89% | 97.89% |
13.05.2024 | 3.20% | 0.34 CHF | 0.35 CHF | 150'000 | 50'000 | 149'173 | 49'251 | 51'247 CHF | 17'429 CHF | 100.00% | 100.00% |
10.05.2024 | 2.74% | 0.36 CHF | 0.37 CHF | 140'000 | 50'000 | 141'290 | 50'000 | 50'809 CHF | 18'485 CHF | 95.74% | 95.74% |
08.05.2024 | 2.47% | 0.39 CHF | 0.40 CHF | 130'000 | 50'000 | 130'012 | 50'000 | 51'985 CHF | 20'492 CHF | 100.00% | 100.00% |
07.05.2024 | 2.40% | 0.39 CHF | 0.40 CHF | 130'000 | 50'000 | 124'757 | 50'000 | 51'427 CHF | 21'162 CHF | 99.97% | 99.97% |
06.05.2024 | 3.82% | 0.43 CHF | 0.44 CHF | 120'000 | 50'000 | 116'619 | 46'075 | 47'802 CHF | 19'395 CHF | 100.00% | 100.00% |
03.05.2024 | 4.83% | 0.43 CHF | 0.44 CHF | 120'000 | 50'000 | 106'595 | 43'037 | 43'984 CHF | 18'283 CHF | 97.15% | 97.15% |
02.05.2024 | 3.21% | 0.43 CHF | 0.44 CHF | 120'000 | 50'000 | 112'376 | 47'228 | 48'619 CHF | 20'939 CHF | 99.47% | 99.47% |