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 | 2.77% | 0.36 CHF | 0.37 CHF | 250'000 | 250'000 | 113'442 | 113'442 | 41'218 CHF | 42'357 CHF | 100.00% | 100.00% |
15.05.2024 | 2.87% | 0.34 CHF | 0.35 CHF | 260'000 | 260'000 | 114'223 | 114'223 | 39'612 CHF | 40'758 CHF | 100.00% | 100.00% |
14.05.2024 | 3.32% | 0.38 CHF | 0.39 CHF | 250'000 | 250'000 | 115'055 | 115'055 | 37'184 CHF | 38'337 CHF | 99.97% | 99.97% |
13.05.2024 | 3.70% | 0.29 CHF | 0.30 CHF | 260'000 | 260'000 | 118'981 | 118'981 | 33'197 CHF | 34'389 CHF | 100.00% | 100.00% |
10.05.2024 | 3.08% | 0.28 CHF | 0.29 CHF | 270'000 | 270'000 | 84'553 | 84'553 | 26'542 CHF | 27'389 CHF | 100.00% | 100.00% |
08.05.2024 | 2.88% | 0.32 CHF | 0.33 CHF | 160'000 | 160'000 | 68'922 | 68'922 | 23'558 CHF | 24'249 CHF | 96.15% | 96.15% |
07.05.2024 | 3.47% | 0.36 CHF | 0.37 CHF | 150'000 | 150'000 | 48'365 | 48'365 | 19'030 CHF | 19'604 CHF | 98.75% | 98.75% |
06.05.2024 | - | 0.65 CHF | - CHF | 130'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
03.05.2024 | - | 0.48 CHF | - CHF | 140'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.93% |
02.05.2024 | - | 0.45 CHF | - CHF | 150'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |