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 | 3.29% | 0.58 CHF | 0.60 CHF | 25'000 | 25'000 | 44'312 | 32'428 | 26'110 CHF | 19'650 CHF | 68.81% | 68.81% |
15.05.2024 | 2.06% | 0.59 CHF | 0.60 CHF | 90'000 | 50'000 | 89'693 | 49'488 | 53'360 CHF | 30'048 CHF | 98.95% | 98.95% |
14.05.2024 | 2.31% | 0.59 CHF | 0.60 CHF | 90'000 | 50'000 | 91'609 | 50'000 | 51'725 CHF | 28'914 CHF | 100.00% | 100.00% |
13.05.2024 | 2.64% | 0.53 CHF | 0.54 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 54'019 CHF | 27'732 CHF | 100.00% | 100.00% |
10.05.2024 | 2.42% | 0.54 CHF | 0.55 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 52'841 CHF | 27'068 CHF | 100.00% | 100.00% |
08.05.2024 | 2.49% | 0.53 CHF | 0.55 CHF | 100'000 | 50'000 | 107'003 | 50'000 | 52'053 CHF | 24'991 CHF | 93.59% | 93.59% |
07.05.2024 | 2.86% | 0.45 CHF | 0.46 CHF | 111'078 | 50'000 | 111'747 | 50'000 | 49'054 CHF | 22'586 CHF | 98.92% | 98.92% |
06.05.2024 | 2.40% | 0.43 CHF | 0.44 CHF | 112'265 | 50'000 | 112'418 | 49'867 | 47'337 CHF | 21'509 CHF | 100.00% | 100.00% |
03.05.2024 | 5.26% | 0.42 CHF | 0.45 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 10'562 CHF | 11'133 CHF | 98.63% | 98.63% |
02.05.2024 | 2.77% | 0.40 CHF | 0.41 CHF | 115'081 | 50'000 | 114'649 | 50'000 | 46'563 CHF | 20'878 CHF | 99.13% | 99.13% |