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 | 10.85% | 0.15 CHF | 0.16 CHF | 340'000 | 30'000 | 330'653 | 18'312 | 51'079 CHF | 3'127 CHF | 100.00% | 100.00% |
16.05.2024 | 11.25% | 0.14 CHF | 0.15 CHF | 360'000 | 30'000 | 343'327 | 18'345 | 50'899 CHF | 3'010 CHF | 99.02% | 99.02% |
15.05.2024 | 7.79% | 0.16 CHF | 0.17 CHF | 320'000 | 30'000 | 221'882 | 17'946 | 49'132 CHF | 4'192 CHF | 95.92% | 95.92% |
14.05.2024 | 5.88% | 0.27 CHF | 0.28 CHF | 190'000 | 30'000 | 177'883 | 18'382 | 51'852 CHF | 5'639 CHF | 97.89% | 97.89% |
13.05.2024 | 5.89% | 0.29 CHF | 0.30 CHF | 180'000 | 30'000 | 175'030 | 18'319 | 51'316 CHF | 5'691 CHF | 99.82% | 99.82% |
10.05.2024 | 5.52% | 0.33 CHF | 0.34 CHF | 160'000 | 30'000 | 165'605 | 18'194 | 52'060 CHF | 6'035 CHF | 98.68% | 98.68% |
08.05.2024 | 4.39% | 0.38 CHF | 0.39 CHF | 140'000 | 30'000 | 132'028 | 18'308 | 52'215 CHF | 7'541 CHF | 99.93% | 99.93% |
07.05.2024 | 4.19% | 0.37 CHF | 0.38 CHF | 140'000 | 30'000 | 124'721 | 18'320 | 51'371 CHF | 7'785 CHF | 99.76% | 99.76% |
06.05.2024 | 3.44% | 0.47 CHF | 0.48 CHF | 110'000 | 30'000 | 102'293 | 18'313 | 51'517 CHF | 9'432 CHF | 99.99% | 99.99% |
03.05.2024 | 3.61% | 0.60 CHF | 0.63 CHF | 6'000 | 6'000 | 48'856 | 11'758 | 35'808 CHF | 8'669 CHF | 95.18% | 95.18% |