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 | 4.45% | 0.23 CHF | 0.24 CHF | 250'000 | 250'000 | 247'081 | 247'081 | 54'247 CHF | 56'717 CHF | 90.36% | 90.36% |
15.05.2024 | 3.12% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 165'584 | 165'584 | 52'223 CHF | 53'879 CHF | 99.10% | 99.10% |
14.05.2024 | 2.45% | 0.38 CHF | 0.39 CHF | 150'000 | 150'000 | 128'292 | 128'292 | 51'682 CHF | 52'965 CHF | 98.89% | 98.89% |
13.05.2024 | 2.42% | 0.43 CHF | 0.44 CHF | 125'000 | 125'000 | 131'581 | 131'581 | 53'779 CHF | 55'094 CHF | 99.13% | 99.13% |
10.05.2024 | 2.06% | 0.48 CHF | 0.49 CHF | 125'000 | 125'000 | 122'062 | 122'062 | 58'702 CHF | 59'923 CHF | 93.07% | 93.07% |
08.05.2024 | 1.98% | 0.49 CHF | 0.50 CHF | 125'000 | 125'000 | 106'645 | 106'645 | 53'295 CHF | 54'361 CHF | 99.13% | 99.13% |
07.05.2024 | 2.04% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 118'776 | 118'776 | 57'497 CHF | 58'685 CHF | 98.99% | 98.99% |
06.05.2024 | 1.84% | 0.48 CHF | 0.49 CHF | 125'000 | 125'000 | 103'604 | 103'604 | 55'838 CHF | 56'874 CHF | 98.95% | 98.95% |
03.05.2024 | 1.38% | 0.63 CHF | 0.64 CHF | 100'000 | 98'000 | 79'265 | 79'265 | 56'853 CHF | 57'646 CHF | 71.82% | 71.82% |
02.05.2024 | 1.12% | 0.86 CHF | 0.87 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 66'681 CHF | 67'431 CHF | 98.73% | 98.73% |