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 | 9.52% | 0.12 CHF | 0.13 CHF | 380'000 | 380'000 | 172'091 | 172'091 | 18'377 CHF | 20'111 CHF | 100.00% | 100.00% |
15.05.2024 | 7.62% | 0.09 CHF | 0.10 CHF | 330'000 | 330'000 | 136'591 | 136'591 | 17'501 CHF | 18'890 CHF | 99.62% | 99.62% |
14.05.2024 | 6.45% | 0.15 CHF | 0.16 CHF | 320'000 | 320'000 | 141'045 | 141'045 | 21'626 CHF | 23'045 CHF | 99.89% | 99.89% |
13.05.2024 | 6.12% | 0.17 CHF | 0.18 CHF | 320'000 | 320'000 | 141'922 | 141'922 | 23'410 CHF | 24'836 CHF | 99.99% | 99.99% |
10.05.2024 | 5.94% | 0.16 CHF | 0.17 CHF | 320'000 | 320'000 | 141'985 | 141'985 | 23'691 CHF | 25'117 CHF | 99.83% | 99.83% |
08.05.2024 | 6.15% | 0.17 CHF | 0.18 CHF | 330'000 | 330'000 | 114'004 | 114'004 | 18'969 CHF | 20'115 CHF | 97.44% | 97.44% |
07.05.2024 | 3.68% | 0.16 CHF | 0.17 CHF | 300'000 | 300'000 | 85'370 | 85'370 | 22'703 CHF | 23'561 CHF | 92.77% | 92.77% |
06.05.2024 | 2.81% | 0.39 CHF | 0.40 CHF | 280'000 | 280'000 | 124'909 | 124'909 | 46'204 CHF | 47'458 CHF | 99.88% | 99.88% |
03.05.2024 | 3.10% | 0.33 CHF | 0.34 CHF | 290'000 | 290'000 | 120'839 | 120'839 | 39'912 CHF | 41'126 CHF | 99.99% | 99.99% |
02.05.2024 | 3.42% | 0.31 CHF | 0.32 CHF | 300'000 | 300'000 | 135'134 | 135'134 | 40'137 CHF | 41'494 CHF | 99.91% | 99.91% |