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 | 6.29% | 0.16 CHF | 0.17 CHF | 110'000 | 110'000 | 109'916 | 109'916 | 16'957 CHF | 18'057 CHF | 99.75% | 99.75% |
15.05.2024 | 7.66% | 0.13 CHF | 0.14 CHF | 110'000 | 110'000 | 109'750 | 109'750 | 13'921 CHF | 15'021 CHF | 99.99% | 99.99% |
14.05.2024 | 6.62% | 0.15 CHF | 0.16 CHF | 110'000 | 110'000 | 109'978 | 109'978 | 16'127 CHF | 17'227 CHF | 100.00% | 100.00% |
13.05.2024 | 4.14% | 0.25 CHF | 0.26 CHF | 120'000 | 120'000 | 119'892 | 119'892 | 28'423 CHF | 29'622 CHF | 100.00% | 100.00% |
10.05.2024 | 3.39% | 0.29 CHF | 0.30 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 34'799 CHF | 35'999 CHF | 100.00% | 100.00% |
08.05.2024 | 2.61% | 0.38 CHF | 0.39 CHF | 120'000 | 120'000 | 119'978 | 119'978 | 45'370 CHF | 46'570 CHF | 99.09% | 99.09% |
07.05.2024 | 2.46% | 0.39 CHF | 0.40 CHF | 120'000 | 120'000 | 121'797 | 121'797 | 49'118 CHF | 50'337 CHF | 99.94% | 99.94% |
06.05.2024 | 2.22% | 0.44 CHF | 0.45 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 57'948 CHF | 59'248 CHF | 100.00% | 100.00% |
03.05.2024 | 3.39% | 0.41 CHF | 0.42 CHF | 130'000 | 130'000 | 122'705 | 122'705 | 42'316 CHF | 43'543 CHF | 99.04% | 99.04% |
02.05.2024 | 3.33% | 0.30 CHF | 0.31 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 35'511 CHF | 36'711 CHF | 95.35% | 100.00% |