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 | 4.17% | 0.52 CHF | 0.55 CHF | 25'000 | 25'000 | 47'283 | 32'428 | 25'140 CHF | 17'916 CHF | 68.81% | 68.81% |
15.05.2024 | 2.55% | 0.53 CHF | 0.55 CHF | 100'000 | 50'000 | 100'000 | 49'488 | 53'818 CHF | 27'318 CHF | 98.95% | 98.95% |
14.05.2024 | 2.59% | 0.53 CHF | 0.55 CHF | 100'000 | 50'000 | 101'002 | 50'000 | 51'580 CHF | 26'218 CHF | 84.43% | 84.43% |
13.05.2024 | 2.35% | 0.48 CHF | 0.49 CHF | 105'368 | 50'000 | 104'958 | 50'000 | 51'215 CHF | 24'977 CHF | 100.00% | 100.00% |
10.05.2024 | 2.97% | 0.48 CHF | 0.49 CHF | 105'719 | 50'000 | 105'776 | 50'000 | 49'961 CHF | 24'331 CHF | 96.28% | 96.28% |
08.05.2024 | 2.46% | 0.48 CHF | 0.49 CHF | 105'505 | 50'000 | 108'563 | 50'000 | 47'062 CHF | 22'237 CHF | 100.00% | 100.00% |
07.05.2024 | 3.13% | 0.39 CHF | 0.40 CHF | 111'053 | 50'000 | 111'617 | 50'000 | 42'881 CHF | 19'820 CHF | 98.92% | 98.92% |
06.05.2024 | 3.23% | 0.37 CHF | 0.38 CHF | 112'151 | 50'000 | 112'289 | 49'867 | 40'879 CHF | 18'753 CHF | 100.00% | 100.00% |
03.05.2024 | 5.39% | 0.37 CHF | 0.39 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 9'257 CHF | 9'770 CHF | 98.63% | 98.63% |
02.05.2024 | 3.31% | 0.35 CHF | 0.36 CHF | 115'154 | 50'000 | 114'596 | 50'000 | 40'345 CHF | 18'195 CHF | 99.13% | 99.13% |