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 | 4.86% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 252'195 | 250'000 | 50'647 CHF | 52'730 CHF | 82.36% | 82.36% |
15.05.2024 | - | 0.20 CHF | - CHF | 250'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 97.11% |
14.05.2024 | 4.48% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 54'597 CHF | 57'097 CHF | 95.48% | 95.48% |
13.05.2024 | 4.08% | 0.24 CHF | 0.25 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 60'072 CHF | 62'572 CHF | 92.15% | 92.15% |
10.05.2024 | 4.37% | 0.23 CHF | 0.24 CHF | 250'000 | 250'000 | 250'179 | 250'000 | 56'054 CHF | 58'520 CHF | 28.73% | 28.73% |
08.05.2024 | 3.76% | 0.26 CHF | 0.27 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 65'309 CHF | 67'809 CHF | 83.09% | 83.09% |
07.05.2024 | 3.39% | 0.27 CHF | 0.28 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 72'605 CHF | 75'105 CHF | 89.31% | 89.31% |
06.05.2024 | 2.88% | 0.33 CHF | 0.34 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 85'780 CHF | 88'280 CHF | 93.04% | 93.04% |
03.05.2024 | 4.84% | 0.38 CHF | 0.42 CHF | 50'000 | 50'000 | 189'054 | 189'054 | 75'728 CHF | 78'075 CHF | 88.74% | 88.74% |
02.05.2024 | 2.28% | 0.43 CHF | 0.44 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 108'503 CHF | 111'003 CHF | 91.07% | 91.07% |