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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 2.53% | 0.41 CHF | 0.42 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 27'284 CHF | 27'984 CHF | 98.98% | 98.98% |
16.05.2024 | 2.55% | 0.38 CHF | 0.39 CHF | 80'000 | 80'000 | 79'908 | 79'908 | 31'053 CHF | 31'853 CHF | 100.00% | 100.00% |
15.05.2024 | 2.55% | 0.36 CHF | 0.37 CHF | 80'000 | 80'000 | 79'855 | 79'855 | 31'083 CHF | 31'883 CHF | 99.98% | 99.98% |
14.05.2024 | 2.84% | 0.38 CHF | 0.39 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 24'367 CHF | 25'067 CHF | 99.95% | 99.95% |
13.05.2024 | 2.34% | 0.43 CHF | 0.44 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 29'560 CHF | 30'260 CHF | 100.00% | 100.00% |
10.05.2024 | 2.30% | 0.42 CHF | 0.43 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 34'374 CHF | 35'174 CHF | 100.00% | 100.00% |
08.05.2024 | 2.81% | 0.36 CHF | 0.37 CHF | 90'000 | 90'000 | 89'973 | 89'973 | 31'752 CHF | 32'652 CHF | 99.09% | 99.09% |
07.05.2024 | 3.84% | 0.27 CHF | 0.28 CHF | 110'000 | 110'000 | 109'861 | 109'861 | 28'159 CHF | 29'259 CHF | 99.89% | 99.89% |
06.05.2024 | 4.96% | 0.21 CHF | 0.22 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 25'851 CHF | 27'151 CHF | 100.00% | 100.00% |
03.05.2024 | 6.88% | 0.13 CHF | 0.14 CHF | 120'000 | 120'000 | 119'986 | 119'986 | 16'898 CHF | 18'097 CHF | 98.85% | 98.85% |