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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 1.46% | 0.81 CHF | 0.82 CHF | 260'000 | 260'000 | 259'526 | 259'526 | 178'609 CHF | 181'209 CHF | 99.27% | 99.27% |
14.05.2024 | 1.96% | 0.58 CHF | 0.59 CHF | 270'000 | 270'000 | 270'000 | 270'000 | 136'922 CHF | 139'622 CHF | 99.80% | 99.80% |
13.05.2024 | 1.95% | 0.51 CHF | 0.52 CHF | 270'000 | 270'000 | 270'000 | 270'000 | 137'430 CHF | 140'130 CHF | 99.17% | 99.17% |
10.05.2024 | 2.30% | 0.47 CHF | 0.48 CHF | 400'000 | 400'000 | 400'000 | 400'000 | 172'967 CHF | 176'967 CHF | 99.99% | 99.99% |
08.05.2024 | 4.64% | 0.23 CHF | 0.24 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 105'417 CHF | 110'417 CHF | 96.89% | 96.89% |
07.05.2024 | 7.87% | 0.16 CHF | 0.17 CHF | 500'000 | 500'000 | 499'700 | 499'700 | 62'348 CHF | 67'348 CHF | 100.00% | 100.00% |
06.05.2024 | 14.43% | 0.06 CHF | 0.07 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 32'864 CHF | 37'864 CHF | 100.00% | 100.00% |
03.05.2024 | 17.89% | 0.05 CHF | 0.06 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 25'681 CHF | 30'681 CHF | 99.91% | 99.91% |
02.05.2024 | 17.47% | 0.04 CHF | 0.05 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 26'639 CHF | 31'639 CHF | 99.61% | 99.61% |
30.04.2024 | 10.89% | 0.07 CHF | 0.08 CHF | 500'000 | 500'000 | 499'725 | 499'725 | 43'867 CHF | 48'867 CHF | 99.99% | 99.99% |