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 | 9.21% | 0.18 CHF | 0.19 CHF | 280'000 | 30'000 | 276'611 | 18'345 | 50'740 CHF | 3'664 CHF | 99.02% | 99.02% |
15.05.2024 | 5.81% | 0.23 CHF | 0.24 CHF | 220'000 | 30'000 | 166'666 | 17'945 | 50'172 CHF | 5'585 CHF | 95.91% | 95.91% |
14.05.2024 | 4.43% | 0.36 CHF | 0.37 CHF | 140'000 | 30'000 | 131'262 | 18'384 | 51'157 CHF | 7'435 CHF | 97.90% | 97.90% |
13.05.2024 | 4.45% | 0.39 CHF | 0.40 CHF | 130'000 | 30'000 | 132'610 | 18'318 | 51'906 CHF | 7'494 CHF | 99.82% | 99.82% |
10.05.2024 | 4.20% | 0.44 CHF | 0.45 CHF | 120'000 | 30'000 | 125'658 | 18'194 | 52'277 CHF | 7'889 CHF | 98.68% | 98.68% |
08.05.2024 | 3.46% | 0.48 CHF | 0.49 CHF | 110'000 | 30'000 | 104'358 | 18'308 | 52'495 CHF | 9'515 CHF | 99.93% | 99.93% |
07.05.2024 | 3.33% | 0.47 CHF | 0.48 CHF | 110'000 | 30'000 | 100'781 | 18'320 | 52'562 CHF | 9'777 CHF | 99.76% | 99.76% |
06.05.2024 | 2.76% | 0.60 CHF | 0.61 CHF | 90'000 | 30'000 | 83'315 | 18'313 | 52'442 CHF | 11'726 CHF | 100.00% | 100.00% |
03.05.2024 | 2.95% | 0.74 CHF | 0.77 CHF | 6'000 | 6'000 | 41'929 | 11'733 | 37'562 CHF | 10'539 CHF | 95.62% | 95.62% |
02.05.2024 | 1.59% | 1.12 CHF | 1.13 CHF | 50'000 | 30'000 | 49'660 | 18'319 | 55'580 CHF | 21'046 CHF | 98.63% | 98.63% |