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 | 3.58% | 0.61 CHF | 0.64 CHF | 25'000 | 25'000 | 43'301 | 32'428 | 26'907 CHF | 20'835 CHF | 68.81% | 68.81% |
15.05.2024 | 2.19% | 0.62 CHF | 0.64 CHF | 90'000 | 50'000 | 82'459 | 49'488 | 51'779 CHF | 31'772 CHF | 98.95% | 98.95% |
14.05.2024 | 2.17% | 0.62 CHF | 0.64 CHF | 90'000 | 50'000 | 89'476 | 50'000 | 53'709 CHF | 30'680 CHF | 100.00% | 100.00% |
13.05.2024 | 1.99% | 0.57 CHF | 0.58 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 52'016 CHF | 29'477 CHF | 100.00% | 100.00% |
10.05.2024 | 2.50% | 0.57 CHF | 0.58 CHF | 90'000 | 50'000 | 90'008 | 50'000 | 50'636 CHF | 28'841 CHF | 100.00% | 100.00% |
08.05.2024 | 2.04% | 0.57 CHF | 0.58 CHF | 90'000 | 50'000 | 97'681 | 50'000 | 51'073 CHF | 26'737 CHF | 100.00% | 100.00% |
07.05.2024 | 2.54% | 0.48 CHF | 0.49 CHF | 110'000 | 50'000 | 110'000 | 50'000 | 52'161 CHF | 24'320 CHF | 98.92% | 98.92% |
06.05.2024 | 2.60% | 0.46 CHF | 0.47 CHF | 110'000 | 50'000 | 111'105 | 49'866 | 50'434 CHF | 23'240 CHF | 99.52% | 99.52% |
03.05.2024 | 4.36% | 0.46 CHF | 0.48 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 11'507 CHF | 12'020 CHF | 98.63% | 98.63% |
02.05.2024 | 2.64% | 0.44 CHF | 0.45 CHF | 115'154 | 50'000 | 114'632 | 50'000 | 50'628 CHF | 22'675 CHF | 94.52% | 94.52% |