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 | 4.81% | 0.26 CHF | 0.27 CHF | 121'399 | 50'000 | 120'221 | 50'000 | 31'060 CHF | 13'567 CHF | 99.30% | 99.30% |
15.05.2024 | 4.67% | 0.24 CHF | 0.25 CHF | 126'968 | 50'000 | 134'161 | 49'563 | 29'614 CHF | 11'491 CHF | 98.64% | 98.64% |
14.05.2024 | 5.36% | 0.21 CHF | 0.22 CHF | 136'199 | 50'000 | 139'307 | 49'361 | 28'362 CHF | 10'604 CHF | 99.99% | 99.99% |
13.05.2024 | 6.04% | 0.18 CHF | 0.20 CHF | 150'627 | 50'000 | 159'285 | 50'000 | 27'348 CHF | 9'129 CHF | 100.00% | 100.00% |
10.05.2024 | 5.37% | 0.19 CHF | 0.20 CHF | 152'489 | 50'000 | 151'533 | 50'000 | 27'706 CHF | 9'650 CHF | 100.00% | 100.00% |
08.05.2024 | 5.08% | 0.19 CHF | 0.20 CHF | 145'933 | 50'000 | 145'129 | 50'000 | 29'091 CHF | 10'569 CHF | 99.23% | 99.23% |
07.05.2024 | 5.29% | 0.18 CHF | 0.19 CHF | 157'282 | 50'000 | 147'052 | 50'000 | 30'563 CHF | 10'992 CHF | 80.65% | 80.65% |
06.05.2024 | 5.10% | 0.22 CHF | 0.23 CHF | 142'047 | 50'000 | 137'787 | 50'000 | 30'803 CHF | 11'779 CHF | 100.00% | 100.00% |
03.05.2024 | 4.29% | 0.22 CHF | 0.23 CHF | 136'912 | 50'000 | 127'155 | 50'000 | 31'549 CHF | 12'958 CHF | 98.64% | 98.64% |
02.05.2024 | 4.08% | 0.26 CHF | 0.27 CHF | 126'336 | 50'000 | 128'470 | 50'000 | 31'815 CHF | 12'900 CHF | 99.02% | 99.02% |