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 | 1.97% | 0.49 CHF | 0.50 CHF | 260'000 | 260'000 | 259'675 | 259'675 | 131'102 CHF | 133'702 CHF | 100.00% | 100.00% |
15.05.2024 | 3.34% | 0.42 CHF | 0.43 CHF | 330'000 | 330'000 | 329'375 | 329'375 | 100'119 CHF | 103'419 CHF | 99.30% | 99.30% |
14.05.2024 | 6.18% | 0.21 CHF | 0.22 CHF | 400'000 | 400'000 | 400'000 | 400'000 | 64'043 CHF | 68'043 CHF | 99.78% | 99.78% |
13.05.2024 | 5.82% | 0.17 CHF | 0.18 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 75'476 CHF | 79'976 CHF | 99.23% | 99.23% |
10.05.2024 | 7.72% | 0.14 CHF | 0.15 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 63'500 CHF | 68'500 CHF | 99.79% | 99.79% |
08.05.2024 | 22.88% | 0.04 CHF | 0.05 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 19'432 CHF | 24'432 CHF | 96.89% | 96.89% |
07.05.2024 | 47.90% | 0.03 CHF | 0.04 CHF | 500'000 | 500'000 | 499'708 | 499'708 | 8'301 CHF | 13'301 CHF | 99.46% | 99.46% |
06.05.2024 | 82.29% | 0.01 CHF | 0.02 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 4'220 CHF | 10'014 CHF | 100.00% | 100.00% |
03.05.2024 | 87.34% | 0.01 CHF | 0.02 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 3'936 CHF | 10'000 CHF | 99.91% | 99.91% |
02.05.2024 | 85.31% | 0.01 CHF | 0.02 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 4'069 CHF | 10'004 CHF | 99.67% | 99.67% |