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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 2.36% | 0.43 CHF | 0.44 CHF | 120'000 | 100'000 | 123'114 | 100'000 | 51'636 CHF | 42'967 CHF | 99.99% | 99.99% |
16.05.2024 | 4.60% | 0.46 CHF | 0.47 CHF | 110'000 | 100'000 | 90'916 | 84'234 | 43'771 CHF | 41'646 CHF | 99.00% | 99.00% |
15.05.2024 | 6.41% | 0.44 CHF | 0.51 CHF | 20'000 | 20'000 | 80'047 | 73'193 | 36'659 CHF | 34'642 CHF | 98.05% | 98.05% |
14.05.2024 | 2.43% | 0.45 CHF | 0.46 CHF | 120'000 | 100'000 | 118'619 | 98'953 | 52'149 CHF | 44'508 CHF | 97.88% | 97.88% |
13.05.2024 | 2.45% | 0.44 CHF | 0.45 CHF | 120'000 | 100'000 | 115'696 | 98'506 | 52'111 CHF | 45'396 CHF | 99.99% | 99.99% |
10.05.2024 | 2.19% | 0.45 CHF | 0.46 CHF | 120'000 | 100'000 | 116'468 | 100'000 | 52'616 CHF | 46'201 CHF | 98.67% | 98.67% |
08.05.2024 | 2.26% | 0.44 CHF | 0.45 CHF | 120'000 | 100'000 | 120'000 | 100'000 | 52'546 CHF | 44'788 CHF | 99.99% | 99.99% |
07.05.2024 | 2.18% | 0.46 CHF | 0.47 CHF | 110'000 | 100'000 | 115'113 | 100'000 | 52'245 CHF | 46'412 CHF | 99.93% | 99.93% |
06.05.2024 | 3.29% | 0.47 CHF | 0.48 CHF | 110'000 | 100'000 | 101'169 | 92'150 | 48'102 CHF | 44'848 CHF | 99.99% | 99.99% |
03.05.2024 | 4.25% | 0.49 CHF | 0.50 CHF | 110'000 | 100'000 | 95'240 | 85'962 | 44'123 CHF | 40'933 CHF | 97.31% | 97.31% |