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 | 24.13% | 0.09 CHF | 0.11 CHF | 25'000 | 25'000 | 47'671 | 32'428 | 3'775 CHF | 3'213 CHF | 68.81% | 68.81% |
15.05.2024 | 17.47% | 0.08 CHF | 0.10 CHF | 101'812 | 50'000 | 101'600 | 49'488 | 7'922 CHF | 4'598 CHF | 98.95% | 98.95% |
14.05.2024 | 11.60% | 0.08 CHF | 0.10 CHF | 102'142 | 50'000 | 103'671 | 50'000 | 11'168 CHF | 6'018 CHF | 100.00% | 100.00% |
13.05.2024 | 9.94% | 0.14 CHF | 0.15 CHF | 105'130 | 50'000 | 104'958 | 50'000 | 13'729 CHF | 7'227 CHF | 100.00% | 100.00% |
10.05.2024 | 8.05% | 0.14 CHF | 0.15 CHF | 105'719 | 50'000 | 105'761 | 50'000 | 15'428 CHF | 7'902 CHF | 100.00% | 100.00% |
08.05.2024 | 5.86% | 0.14 CHF | 0.15 CHF | 105'505 | 50'000 | 108'563 | 50'000 | 20'159 CHF | 9'804 CHF | 100.00% | 100.00% |
07.05.2024 | 5.09% | 0.23 CHF | 0.24 CHF | 111'053 | 50'000 | 111'617 | 50'000 | 26'076 CHF | 12'291 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 | 8.53% | 0.24 CHF | 0.26 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 5'980 CHF | 6'514 CHF | 98.63% | 98.63% |
02.05.2024 | 4.56% | 0.27 CHF | 0.28 CHF | 115'157 | 50'000 | 114'591 | 50'000 | 30'582 CHF | 13'969 CHF | 99.13% | 99.13% |