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 | 5.42% | 0.38 CHF | 0.39 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 74'355 CHF | 78'450 CHF | 99.00% | 99.00% |
15.05.2024 | 7.93% | 0.35 CHF | 0.41 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 65'795 CHF | 71'419 CHF | 98.05% | 98.05% |
14.05.2024 | 3.79% | 0.31 CHF | 0.32 CHF | 200'000 | 200'000 | 200'246 | 200'000 | 55'719 CHF | 57'804 CHF | 97.88% | 97.88% |
13.05.2024 | 4.02% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 53'674 CHF | 55'881 CHF | 99.99% | 99.99% |
10.05.2024 | 3.81% | 0.24 CHF | 0.25 CHF | 210'000 | 200'000 | 200'861 | 200'000 | 51'735 CHF | 53'528 CHF | 96.10% | 96.10% |
08.05.2024 | 4.42% | 0.23 CHF | 0.24 CHF | 220'000 | 200'000 | 228'401 | 200'000 | 50'554 CHF | 46'320 CHF | 99.99% | 99.99% |
07.05.2024 | 3.54% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 55'503 CHF | 57'503 CHF | 99.95% | 99.95% |
06.05.2024 | 4.79% | 0.30 CHF | 0.31 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 61'317 CHF | 64'347 CHF | 100.00% | 100.00% |
03.05.2024 | 6.34% | 0.29 CHF | 0.30 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 58'071 CHF | 61'931 CHF | 96.85% | 96.85% |
02.05.2024 | 5.44% | 0.24 CHF | 0.25 CHF | 210'000 | 200'000 | 202'528 | 200'000 | 50'885 CHF | 53'038 CHF | 99.48% | 99.48% |