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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 1.78% | 0.88 CHF | 0.89 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 22'521 CHF | 22'925 CHF | 100.00% | 100.00% |
16.05.2024 | 1.62% | 0.83 CHF | 0.84 CHF | 70'000 | 50'000 | 45'305 | 37'320 | 37'066 CHF | 30'900 CHF | 99.32% | 99.32% |
15.05.2024 | 1.24% | 0.80 CHF | 0.81 CHF | 70'000 | 50'000 | 70'000 | 49'752 | 55'948 CHF | 40'259 CHF | 98.95% | 98.95% |
14.05.2024 | 1.36% | 0.80 CHF | 0.81 CHF | 70'000 | 50'000 | 74'210 | 50'000 | 54'385 CHF | 37'269 CHF | 97.27% | 97.27% |
13.05.2024 | 1.62% | 0.66 CHF | 0.67 CHF | 80'000 | 50'000 | 88'293 | 50'000 | 54'063 CHF | 31'146 CHF | 100.00% | 100.00% |
10.05.2024 | 1.60% | 0.62 CHF | 0.63 CHF | 90'000 | 50'000 | 85'924 | 50'000 | 53'395 CHF | 31'604 CHF | 100.00% | 100.00% |
08.05.2024 | 1.60% | 0.60 CHF | 0.61 CHF | 90'000 | 50'000 | 87'490 | 50'000 | 54'147 CHF | 31'471 CHF | 100.00% | 100.00% |
07.05.2024 | 1.75% | 0.60 CHF | 0.61 CHF | 90'000 | 50'000 | 92'621 | 50'000 | 52'321 CHF | 28'771 CHF | 99.98% | 99.98% |
06.05.2024 | 1.85% | 0.56 CHF | 0.57 CHF | 90'000 | 50'000 | 98'928 | 49'867 | 53'367 CHF | 27'405 CHF | 100.00% | 100.00% |
03.05.2024 | 3.27% | 0.46 CHF | 0.48 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 11'643 CHF | 12'030 CHF | 98.38% | 98.38% |