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 | 5.73% | 0.37 CHF | 0.38 CHF | 140'000 | 100'000 | 110'827 | 84'234 | 42'938 CHF | 33'700 CHF | 99.00% | 99.00% |
15.05.2024 | 8.00% | 0.35 CHF | 0.42 CHF | 20'000 | 20'000 | 99'790 | 73'193 | 36'358 CHF | 27'761 CHF | 98.05% | 98.05% |
14.05.2024 | 3.09% | 0.36 CHF | 0.37 CHF | 140'000 | 100'000 | 146'614 | 98'952 | 50'537 CHF | 35'129 CHF | 97.85% | 97.85% |
13.05.2024 | 3.08% | 0.35 CHF | 0.36 CHF | 150'000 | 100'000 | 142'226 | 98'506 | 50'692 CHF | 36'133 CHF | 99.99% | 99.99% |
10.05.2024 | 2.75% | 0.36 CHF | 0.37 CHF | 140'000 | 100'000 | 142'489 | 100'000 | 51'068 CHF | 36'856 CHF | 95.51% | 95.51% |
08.05.2024 | 2.87% | 0.34 CHF | 0.35 CHF | 150'000 | 100'000 | 150'028 | 100'000 | 51'486 CHF | 35'318 CHF | 99.99% | 99.99% |
07.05.2024 | 2.74% | 0.36 CHF | 0.37 CHF | 140'000 | 100'000 | 142'839 | 100'000 | 51'417 CHF | 37'016 CHF | 99.93% | 99.93% |
06.05.2024 | 4.08% | 0.38 CHF | 0.39 CHF | 140'000 | 100'000 | 125'509 | 92'150 | 48'018 CHF | 36'296 CHF | 99.99% | 99.99% |
03.05.2024 | 5.30% | 0.39 CHF | 0.40 CHF | 130'000 | 100'000 | 117'916 | 85'920 | 43'560 CHF | 32'836 CHF | 97.38% | 97.38% |
02.05.2024 | 4.42% | 0.31 CHF | 0.32 CHF | 170'000 | 100'000 | 153'124 | 94'454 | 48'604 CHF | 31'004 CHF | 99.45% | 99.45% |