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 | 4.32% | 0.40 CHF | 0.41 CHF | 130'000 | 30'000 | 129'973 | 18'345 | 52'249 CHF | 7'677 CHF | 99.02% | 99.02% |
15.05.2024 | 3.65% | 0.43 CHF | 0.44 CHF | 120'000 | 30'000 | 101'736 | 17'946 | 49'688 CHF | 8'956 CHF | 95.92% | 95.92% |
14.05.2024 | 3.17% | 0.53 CHF | 0.54 CHF | 100'000 | 30'000 | 99'103 | 18'384 | 54'436 CHF | 10'378 CHF | 97.90% | 97.90% |
13.05.2024 | 3.20% | 0.55 CHF | 0.56 CHF | 100'000 | 30'000 | 98'485 | 18'318 | 53'935 CHF | 10'351 CHF | 99.82% | 99.82% |
10.05.2024 | 3.13% | 0.58 CHF | 0.59 CHF | 90'000 | 30'000 | 92'239 | 18'194 | 51'860 CHF | 10'544 CHF | 98.68% | 98.68% |
08.05.2024 | 2.76% | 0.62 CHF | 0.63 CHF | 90'000 | 30'000 | 83'168 | 18'308 | 52'819 CHF | 11'918 CHF | 99.93% | 99.93% |
07.05.2024 | 2.71% | 0.61 CHF | 0.62 CHF | 90'000 | 30'000 | 80'617 | 18'320 | 51'935 CHF | 12'052 CHF | 99.76% | 99.76% |
06.05.2024 | 2.44% | 0.69 CHF | 0.70 CHF | 80'000 | 30'000 | 73'690 | 18'313 | 52'688 CHF | 13'328 CHF | 100.00% | 100.00% |
03.05.2024 | 2.87% | 0.78 CHF | 0.81 CHF | 6'000 | 6'000 | 41'886 | 11'725 | 37'125 CHF | 10'499 CHF | 95.73% | 95.73% |
02.05.2024 | 1.73% | 1.03 CHF | 1.04 CHF | 50'000 | 30'000 | 50'107 | 18'340 | 51'384 CHF | 19'252 CHF | 98.80% | 98.80% |