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 | 4.18% | 0.24 CHF | 0.25 CHF | 110'000 | 110'000 | 109'916 | 109'916 | 25'801 CHF | 26'901 CHF | 99.75% | 99.75% |
15.05.2024 | 4.74% | 0.21 CHF | 0.22 CHF | 110'000 | 110'000 | 109'750 | 109'750 | 22'742 CHF | 23'842 CHF | 99.99% | 99.99% |
14.05.2024 | 4.32% | 0.23 CHF | 0.24 CHF | 110'000 | 110'000 | 109'978 | 109'978 | 24'962 CHF | 26'062 CHF | 100.00% | 100.00% |
13.05.2024 | 3.11% | 0.33 CHF | 0.34 CHF | 120'000 | 120'000 | 119'892 | 119'892 | 38'041 CHF | 39'240 CHF | 100.00% | 100.00% |
10.05.2024 | 2.67% | 0.37 CHF | 0.38 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 44'412 CHF | 45'612 CHF | 100.00% | 100.00% |
08.05.2024 | 2.16% | 0.46 CHF | 0.47 CHF | 120'000 | 120'000 | 119'981 | 119'981 | 54'977 CHF | 56'177 CHF | 99.08% | 99.08% |
07.05.2024 | 2.05% | 0.47 CHF | 0.48 CHF | 120'000 | 120'000 | 121'791 | 121'791 | 58'868 CHF | 60'087 CHF | 99.94% | 99.94% |
06.05.2024 | 1.89% | 0.52 CHF | 0.53 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 68'341 CHF | 69'641 CHF | 100.00% | 100.00% |
03.05.2024 | 2.59% | 0.49 CHF | 0.50 CHF | 130'000 | 130'000 | 122'708 | 122'708 | 52'113 CHF | 53'340 CHF | 99.04% | 99.04% |
02.05.2024 | 2.47% | 0.38 CHF | 0.41 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 48'010 CHF | 49'210 CHF | 3.47% | 100.00% |