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 | 8.65% | 0.35 CHF | 0.38 CHF | 25'000 | 25'000 | 25'471 | 25'144 | 9'188 CHF | 9'885 CHF | 48.61% | 48.61% |
15.05.2024 | 6.14% | 0.38 CHF | 0.40 CHF | 106'699 | 50'000 | 106'144 | 49'562 | 40'427 CHF | 20'070 CHF | 91.44% | 91.44% |
14.05.2024 | 5.90% | 0.38 CHF | 0.40 CHF | 107'514 | 50'000 | 110'117 | 50'000 | 39'046 CHF | 18'819 CHF | 87.59% | 87.59% |
13.05.2024 | 7.17% | 0.32 CHF | 0.35 CHF | 113'801 | 50'000 | 113'053 | 50'000 | 37'347 CHF | 17'747 CHF | 94.19% | 94.19% |
10.05.2024 | 6.55% | 0.33 CHF | 0.35 CHF | 113'659 | 50'000 | 114'976 | 50'000 | 36'828 CHF | 17'100 CHF | 95.65% | 95.65% |
08.05.2024 | 7.33% | 0.32 CHF | 0.35 CHF | 114'345 | 50'000 | 121'200 | 50'000 | 34'241 CHF | 15'241 CHF | 98.35% | 98.35% |
07.05.2024 | 9.02% | 0.24 CHF | 0.27 CHF | 125'994 | 50'000 | 128'415 | 50'000 | 30'366 CHF | 12'940 CHF | 98.88% | 98.88% |
06.05.2024 | 8.01% | 0.22 CHF | 0.25 CHF | 130'227 | 50'000 | 132'224 | 50'000 | 29'276 CHF | 12'011 CHF | 93.02% | 93.02% |
03.05.2024 | 13.05% | 0.22 CHF | 0.26 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 5'565 CHF | 6'341 CHF | 96.72% | 96.72% |
02.05.2024 | 6.77% | 0.20 CHF | 0.22 CHF | 138'214 | 50'000 | 136'533 | 50'000 | 28'299 CHF | 11'090 CHF | 88.43% | 88.43% |