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 | 3.95% | 0.49 CHF | 0.50 CHF | 80'000 | 80'000 | 79'883 | 79'883 | 39'318 CHF | 40'900 CHF | 99.93% | 99.93% |
15.05.2024 | 3.47% | 0.49 CHF | 0.51 CHF | 90'000 | 90'000 | 89'795 | 89'795 | 40'255 CHF | 41'674 CHF | 100.00% | 100.00% |
14.05.2024 | 4.14% | 0.40 CHF | 0.41 CHF | 90'000 | 90'000 | 89'947 | 89'947 | 32'045 CHF | 33'395 CHF | 99.85% | 99.85% |
13.05.2024 | 3.90% | 0.36 CHF | 0.37 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 33'985 CHF | 35'335 CHF | 99.45% | 99.45% |
10.05.2024 | 3.86% | 0.37 CHF | 0.39 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 34'390 CHF | 35'740 CHF | 100.00% | 100.00% |
08.05.2024 | 3.94% | 0.37 CHF | 0.39 CHF | 100'000 | 100'000 | 99'994 | 99'994 | 37'393 CHF | 38'893 CHF | 98.91% | 98.91% |
07.05.2024 | 4.52% | 0.33 CHF | 0.35 CHF | 150'000 | 150'000 | 149'685 | 149'685 | 49'050 CHF | 51'299 CHF | 99.85% | 99.85% |
06.05.2024 | 6.87% | 0.18 CHF | 0.19 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 27'154 CHF | 29'074 CHF | 100.00% | 100.00% |
03.05.2024 | 9.40% | 0.14 CHF | 0.15 CHF | 160'000 | 160'000 | 161'372 | 161'372 | 18'255 CHF | 20'037 CHF | 99.94% | 99.94% |
02.05.2024 | 11.44% | 0.08 CHF | 0.09 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 14'024 CHF | 15'724 CHF | 98.52% | 98.52% |