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 | 2.29% | 0.43 CHF | 0.44 CHF | 110'000 | 110'000 | 109'917 | 109'917 | 47'591 CHF | 48'691 CHF | 99.75% | 99.75% |
15.05.2024 | 2.16% | 0.46 CHF | 0.47 CHF | 110'000 | 110'000 | 109'764 | 109'764 | 50'535 CHF | 51'635 CHF | 100.00% | 100.00% |
14.05.2024 | 2.25% | 0.44 CHF | 0.45 CHF | 110'000 | 110'000 | 109'979 | 109'979 | 48'451 CHF | 49'551 CHF | 100.00% | 100.00% |
13.05.2024 | 2.85% | 0.33 CHF | 0.34 CHF | 120'000 | 120'000 | 119'892 | 119'892 | 41'489 CHF | 42'688 CHF | 100.00% | 100.00% |
10.05.2024 | 3.35% | 0.29 CHF | 0.30 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 35'298 CHF | 36'498 CHF | 100.00% | 100.00% |
08.05.2024 | 4.80% | 0.21 CHF | 0.22 CHF | 120'000 | 120'000 | 119'978 | 119'978 | 24'427 CHF | 25'627 CHF | 99.08% | 99.08% |
07.05.2024 | 5.50% | 0.20 CHF | 0.21 CHF | 120'000 | 120'000 | 121'795 | 121'795 | 21'628 CHF | 22'847 CHF | 99.94% | 99.94% |
06.05.2024 | 7.31% | 0.14 CHF | 0.15 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 17'400 CHF | 18'700 CHF | 100.00% | 100.00% |
03.05.2024 | 4.79% | 0.17 CHF | 0.18 CHF | 130'000 | 130'000 | 122'704 | 122'704 | 29'253 CHF | 30'480 CHF | 99.03% | 99.03% |
02.05.2024 | 3.37% | 0.29 CHF | 0.30 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 35'064 CHF | 36'264 CHF | 99.99% | 99.99% |