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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 20.44% | 0.11 CHF | 0.13 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 2'581 CHF | 3'166 CHF | 98.75% | 98.75% |
22.05.2024 | 28.39% | 0.08 CHF | 0.10 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 1'708 CHF | 2'271 CHF | 96.83% | 96.83% |
21.05.2024 | 24.01% | 0.07 CHF | 0.09 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 2'104 CHF | 2'674 CHF | 99.65% | 99.65% |
17.05.2024 | 19.88% | 0.09 CHF | 0.12 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 2'598 CHF | 3'166 CHF | 91.86% | 91.86% |
16.05.2024 | 16.57% | 0.10 CHF | 0.12 CHF | 25'000 | 25'000 | 61'426 | 32'996 | 7'529 CHF | 4'472 CHF | 63.60% | 63.60% |
15.05.2024 | 10.88% | 0.12 CHF | 0.14 CHF | 139'137 | 50'000 | 138'482 | 49'569 | 17'629 CHF | 7'032 CHF | 93.03% | 93.03% |
14.05.2024 | 12.69% | 0.13 CHF | 0.14 CHF | 142'727 | 50'000 | 154'161 | 50'000 | 16'459 CHF | 6'086 CHF | 89.58% | 89.58% |
13.05.2024 | 14.75% | 0.09 CHF | 0.10 CHF | 166'028 | 50'000 | 166'565 | 50'000 | 15'068 CHF | 5'249 CHF | 94.19% | 94.19% |
10.05.2024 | 17.15% | 0.09 CHF | 0.10 CHF | 176'087 | 50'000 | 175'900 | 50'000 | 14'699 CHF | 4'958 CHF | 99.37% | 99.37% |
08.05.2024 | 17.05% | 0.09 CHF | 0.10 CHF | 171'374 | 50'000 | 214'247 | 50'000 | 13'497 CHF | 3'808 CHF | 98.35% | 98.35% |