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 | 8.26% | 0.23 CHF | 0.25 CHF | 25'000 | 25'000 | 47'671 | 32'428 | 10'707 CHF | 7'816 CHF | 68.81% | 68.81% |
15.05.2024 | 5.39% | 0.23 CHF | 0.24 CHF | 101'812 | 50'000 | 101'628 | 49'488 | 22'632 CHF | 11'630 CHF | 98.95% | 98.95% |
14.05.2024 | 5.13% | 0.23 CHF | 0.24 CHF | 102'360 | 50'000 | 103'704 | 50'000 | 26'118 CHF | 13'247 CHF | 100.00% | 100.00% |
13.05.2024 | 4.62% | 0.29 CHF | 0.30 CHF | 105'649 | 50'000 | 104'938 | 50'000 | 28'897 CHF | 14'418 CHF | 100.00% | 100.00% |
10.05.2024 | 4.40% | 0.28 CHF | 0.29 CHF | 105'389 | 50'000 | 105'738 | 50'000 | 30'527 CHF | 15'087 CHF | 96.28% | 96.28% |
08.05.2024 | 4.06% | 0.28 CHF | 0.30 CHF | 105'642 | 50'000 | 108'616 | 50'000 | 35'679 CHF | 17'080 CHF | 100.00% | 100.00% |
07.05.2024 | 3.19% | 0.37 CHF | 0.38 CHF | 111'226 | 50'000 | 111'752 | 50'000 | 42'237 CHF | 19'511 CHF | 98.92% | 98.92% |
06.05.2024 | 2.68% | 0.39 CHF | 0.40 CHF | 112'344 | 50'000 | 112'437 | 49'867 | 44'759 CHF | 20'388 CHF | 100.00% | 100.00% |
03.05.2024 | 5.77% | 0.38 CHF | 0.41 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 9'618 CHF | 10'188 CHF | 98.63% | 98.63% |
02.05.2024 | 2.73% | 0.42 CHF | 0.43 CHF | 115'081 | 50'000 | 114'649 | 50'000 | 47'288 CHF | 21'192 CHF | 99.13% | 99.13% |