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 | 4.57% | 0.21 CHF | 0.22 CHF | 300'000 | 50'000 | 300'000 | 50'000 | 64'226 CHF | 11'204 CHF | 99.17% | 99.17% |
15.05.2024 | 3.73% | 0.24 CHF | 0.25 CHF | 300'000 | 50'000 | 292'367 | 50'000 | 76'876 CHF | 13'709 CHF | 94.33% | 94.33% |
14.05.2024 | 4.43% | 0.23 CHF | 0.24 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 66'273 CHF | 23'091 CHF | 99.16% | 99.16% |
13.05.2024 | 4.24% | 0.22 CHF | 0.23 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 69'355 CHF | 24'118 CHF | 98.53% | 98.53% |
10.05.2024 | 5.18% | 0.18 CHF | 0.19 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 56'557 CHF | 19'852 CHF | 99.01% | 99.01% |
08.05.2024 | 6.86% | 0.12 CHF | 0.13 CHF | 450'000 | 150'000 | 417'510 | 139'170 | 59'389 CHF | 21'188 CHF | 98.84% | 98.84% |
07.05.2024 | 4.34% | 0.24 CHF | 0.25 CHF | 300'000 | 100'000 | 307'169 | 102'390 | 69'387 CHF | 24'153 CHF | 97.93% | 97.93% |
06.05.2024 | 4.48% | 0.20 CHF | 0.21 CHF | 450'000 | 150'000 | 316'254 | 105'418 | 68'786 CHF | 23'983 CHF | 99.17% | 99.17% |
03.05.2024 | 4.39% | 0.24 CHF | 0.25 CHF | 300'000 | 100'000 | 312'422 | 104'141 | 69'571 CHF | 24'232 CHF | 99.16% | 99.16% |
02.05.2024 | 7.53% | 0.15 CHF | 0.16 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 58'538 CHF | 21'013 CHF | 99.14% | 99.14% |