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 | 3.51% | 0.35 CHF | 0.36 CHF | 118'883 | 50'000 | 116'080 | 50'000 | 41'977 CHF | 18'731 CHF | 99.19% | 99.19% |
15.05.2024 | 3.31% | 0.35 CHF | 0.36 CHF | 117'929 | 50'000 | 122'918 | 49'489 | 41'273 CHF | 17'175 CHF | 98.93% | 98.93% |
14.05.2024 | 3.24% | 0.34 CHF | 0.35 CHF | 121'495 | 50'000 | 119'476 | 49'361 | 40'783 CHF | 17'410 CHF | 99.98% | 99.98% |
13.05.2024 | 3.19% | 0.33 CHF | 0.34 CHF | 126'518 | 50'000 | 126'259 | 50'000 | 41'390 CHF | 16'928 CHF | 100.00% | 100.00% |
10.05.2024 | 2.97% | 0.33 CHF | 0.34 CHF | 123'599 | 50'000 | 124'938 | 50'000 | 41'567 CHF | 17'143 CHF | 100.00% | 100.00% |
08.05.2024 | 3.49% | 0.30 CHF | 0.31 CHF | 137'198 | 50'000 | 137'720 | 50'000 | 40'656 CHF | 15'286 CHF | 100.00% | 100.00% |
07.05.2024 | 4.08% | 0.28 CHF | 0.30 CHF | 141'767 | 50'000 | 141'292 | 50'000 | 40'066 CHF | 14'770 CHF | 96.65% | 96.65% |
06.05.2024 | 4.83% | 0.27 CHF | 0.29 CHF | 144'685 | 50'000 | 141'694 | 50'000 | 39'999 CHF | 14'814 CHF | 99.79% | 99.79% |
03.05.2024 | 3.85% | 0.29 CHF | 0.30 CHF | 139'300 | 50'000 | 143'356 | 50'000 | 40'975 CHF | 14'868 CHF | 98.63% | 98.63% |
02.05.2024 | 4.02% | 0.26 CHF | 0.27 CHF | 154'016 | 50'000 | 153'403 | 50'000 | 40'032 CHF | 13'585 CHF | 99.13% | 99.13% |