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 | 5.80% | 0.18 CHF | 0.19 CHF | 98'000 | 98'000 | 97'990 | 97'990 | 16'441 CHF | 17'421 CHF | 100.00% | 100.00% |
15.05.2024 | 4.97% | 0.19 CHF | 0.20 CHF | 100'000 | 100'000 | 99'352 | 99'352 | 19'851 CHF | 20'847 CHF | 99.99% | 99.99% |
14.05.2024 | 5.08% | 0.21 CHF | 0.22 CHF | 100'000 | 100'000 | 99'270 | 99'270 | 19'424 CHF | 20'417 CHF | 99.99% | 99.99% |
13.05.2024 | 1.91% | 0.52 CHF | 0.53 CHF | 108'000 | 108'000 | 108'000 | 108'000 | 55'937 CHF | 57'017 CHF | 57.57% | 99.84% |
10.05.2024 | 1.79% | 0.55 CHF | 0.56 CHF | 108'000 | 108'000 | 108'399 | 108'399 | 60'147 CHF | 61'231 CHF | 100.00% | 100.00% |
08.05.2024 | 1.75% | 0.57 CHF | 0.58 CHF | 110'000 | 110'000 | 109'434 | 109'434 | 62'122 CHF | 63'217 CHF | 98.93% | 98.93% |
07.05.2024 | 1.64% | 0.56 CHF | 0.57 CHF | 110'000 | 110'000 | 109'941 | 109'941 | 66'751 CHF | 67'851 CHF | 99.88% | 99.88% |
06.05.2024 | 1.63% | 0.61 CHF | 0.62 CHF | 110'000 | 110'000 | 110'071 | 110'071 | 67'112 CHF | 68'213 CHF | 100.00% | 100.00% |
03.05.2024 | 1.53% | 0.62 CHF | 0.63 CHF | 110'000 | 110'000 | 111'713 | 111'713 | 72'349 CHF | 73'467 CHF | 100.00% | 100.00% |
02.05.2024 | 1.51% | 0.68 CHF | 0.69 CHF | 112'000 | 112'000 | 112'000 | 112'000 | 73'786 CHF | 74'906 CHF | 98.19% | 98.19% |