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 | 7.91% | 0.29 CHF | 0.30 CHF | 180'000 | 50'000 | 159'659 | 42'118 | 41'759 CHF | 11'560 CHF | 99.00% | 99.00% |
15.05.2024 | 10.12% | 0.24 CHF | 0.31 CHF | 10'000 | 10'000 | 118'137 | 36'597 | 35'128 CHF | 11'367 CHF | 98.05% | 98.05% |
14.05.2024 | 2.95% | 0.33 CHF | 0.34 CHF | 160'000 | 50'000 | 141'240 | 49'476 | 50'996 CHF | 18'383 CHF | 97.89% | 97.89% |
13.05.2024 | 2.87% | 0.38 CHF | 0.39 CHF | 140'000 | 50'000 | 132'165 | 49'251 | 50'587 CHF | 19'365 CHF | 100.00% | 100.00% |
10.05.2024 | 2.48% | 0.40 CHF | 0.41 CHF | 130'000 | 50'000 | 130'000 | 50'000 | 51'800 CHF | 20'423 CHF | 95.86% | 95.86% |
08.05.2024 | 2.26% | 0.43 CHF | 0.44 CHF | 120'000 | 50'000 | 120'000 | 50'000 | 52'561 CHF | 22'400 CHF | 100.00% | 100.00% |
07.05.2024 | 2.22% | 0.43 CHF | 0.44 CHF | 120'000 | 50'000 | 114'386 | 50'000 | 51'034 CHF | 22'841 CHF | 99.97% | 99.97% |
06.05.2024 | 3.54% | 0.46 CHF | 0.47 CHF | 110'000 | 50'000 | 109'026 | 46'075 | 48'356 CHF | 20'939 CHF | 100.00% | 100.00% |
03.05.2024 | 4.49% | 0.46 CHF | 0.47 CHF | 110'000 | 50'000 | 98'562 | 42'932 | 44'177 CHF | 19'767 CHF | 97.44% | 97.44% |
02.05.2024 | 2.98% | 0.46 CHF | 0.47 CHF | 110'000 | 50'000 | 103'182 | 47'227 | 48'229 CHF | 22'582 CHF | 99.45% | 99.45% |