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 | 3.44% | 0.29 CHF | 0.30 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 57'127 CHF | 59'127 CHF | 99.53% | 99.53% |
15.05.2024 | 3.72% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 52'747 CHF | 54'747 CHF | 95.35% | 95.35% |
14.05.2024 | 3.77% | 0.25 CHF | 0.26 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 26'123 CHF | 27'123 CHF | 87.50% | 87.50% |
13.05.2024 | 2.95% | 0.32 CHF | 0.33 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 33'388 CHF | 34'388 CHF | 99.06% | 99.06% |
10.05.2024 | 2.70% | 0.38 CHF | 0.39 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 36'520 CHF | 37'520 CHF | 98.16% | 98.16% |
08.05.2024 | 2.63% | 0.37 CHF | 0.38 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 37'465 CHF | 38'465 CHF | 93.48% | 93.48% |
07.05.2024 | 2.82% | 0.34 CHF | 0.35 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 34'957 CHF | 35'957 CHF | 99.53% | 99.53% |
06.05.2024 | 2.68% | 0.37 CHF | 0.38 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 36'819 CHF | 37'819 CHF | 99.55% | 99.55% |
03.05.2024 | 2.47% | 0.40 CHF | 0.41 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 40'058 CHF | 41'058 CHF | 99.45% | 99.45% |
02.05.2024 | 2.29% | 0.43 CHF | 0.44 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 43'232 CHF | 44'232 CHF | 92.34% | 92.34% |