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 | 24.22% | 0.08 CHF | 0.11 CHF | 25'000 | 25'000 | 47'683 | 32'428 | 3'708 CHF | 3'163 CHF | 68.81% | 68.81% |
15.05.2024 | 16.40% | 0.08 CHF | 0.10 CHF | 101'926 | 50'000 | 101'594 | 49'488 | 7'916 CHF | 4'545 CHF | 98.95% | 98.95% |
14.05.2024 | 11.94% | 0.08 CHF | 0.10 CHF | 102'095 | 50'000 | 103'615 | 50'000 | 11'038 CHF | 5'978 CHF | 100.00% | 100.00% |
13.05.2024 | 8.48% | 0.14 CHF | 0.15 CHF | 105'368 | 50'000 | 104'958 | 50'000 | 13'692 CHF | 7'102 CHF | 100.00% | 100.00% |
10.05.2024 | 9.52% | 0.14 CHF | 0.15 CHF | 105'719 | 50'000 | 105'776 | 50'000 | 15'168 CHF | 7'883 CHF | 96.28% | 96.28% |
08.05.2024 | 6.13% | 0.14 CHF | 0.15 CHF | 105'543 | 50'000 | 108'631 | 50'000 | 20'109 CHF | 9'796 CHF | 100.00% | 100.00% |
07.05.2024 | 4.32% | 0.23 CHF | 0.24 CHF | 111'053 | 50'000 | 111'667 | 50'000 | 26'059 CHF | 12'183 CHF | 98.92% | 98.92% |
06.05.2024 | 4.18% | 0.25 CHF | 0.26 CHF | 112'290 | 50'000 | 112'307 | 49'867 | 28'489 CHF | 13'185 CHF | 100.00% | 100.00% |
03.05.2024 | 8.22% | 0.24 CHF | 0.26 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 5'980 CHF | 6'493 CHF | 98.63% | 98.63% |
02.05.2024 | 4.34% | 0.27 CHF | 0.28 CHF | 115'154 | 50'000 | 114'595 | 50'000 | 30'495 CHF | 13'896 CHF | 98.85% | 98.85% |