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 | 2.03% | 0.49 CHF | 0.50 CHF | 100'000 | 100'000 | 99'421 | 99'421 | 48'992 CHF | 49'988 CHF | 94.83% | 95.66% |
15.05.2024 | 1.97% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 99'629 | 99'629 | 50'441 CHF | 51'440 CHF | 94.19% | 94.19% |
14.05.2024 | 2.30% | 0.47 CHF | 0.48 CHF | 100'000 | 100'000 | 99'947 | 99'947 | 42'974 CHF | 43'974 CHF | 99.69% | 99.69% |
13.05.2024 | 2.25% | 0.43 CHF | 0.44 CHF | 100'000 | 100'000 | 99'987 | 99'987 | 43'880 CHF | 44'880 CHF | 99.77% | 99.77% |
10.05.2024 | 2.98% | 0.38 CHF | 0.39 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 36'849 CHF | 37'949 CHF | 99.58% | 99.58% |
08.05.2024 | 3.26% | 0.28 CHF | 0.30 CHF | 110'000 | 110'000 | 109'958 | 109'958 | 33'295 CHF | 34'395 CHF | 97.48% | 97.48% |
07.05.2024 | 2.27% | 0.41 CHF | 0.42 CHF | 190'000 | 190'000 | 182'893 | 182'893 | 80'555 CHF | 82'389 CHF | 91.48% | 91.49% |
06.05.2024 | 8.13% | 0.13 CHF | 0.14 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 23'674 CHF | 25'674 CHF | 100.00% | 100.00% |
03.05.2024 | 9.99% | 0.10 CHF | 0.11 CHF | 200'000 | 200'000 | 199'721 | 199'721 | 19'056 CHF | 21'053 CHF | 99.95% | 99.95% |
02.05.2024 | 10.97% | 0.08 CHF | 0.09 CHF | 210'000 | 210'000 | 208'719 | 208'719 | 18'003 CHF | 20'091 CHF | 100.00% | 100.00% |