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 | 3.04% | 0.65 CHF | 0.68 CHF | 25'000 | 25'000 | 41'341 | 32'428 | 27'562 CHF | 22'193 CHF | 68.81% | 68.81% |
15.05.2024 | 2.03% | 0.67 CHF | 0.68 CHF | 80'000 | 50'000 | 80'000 | 49'488 | 53'747 CHF | 33'924 CHF | 98.95% | 98.95% |
14.05.2024 | 1.95% | 0.67 CHF | 0.68 CHF | 80'000 | 50'000 | 81'599 | 50'000 | 52'379 CHF | 32'754 CHF | 100.00% | 100.00% |
13.05.2024 | 1.70% | 0.61 CHF | 0.62 CHF | 90'000 | 50'000 | 89'986 | 50'000 | 55'751 CHF | 31'510 CHF | 100.00% | 100.00% |
10.05.2024 | 2.22% | 0.61 CHF | 0.63 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 54'615 CHF | 31'021 CHF | 100.00% | 100.00% |
08.05.2024 | 2.23% | 0.61 CHF | 0.62 CHF | 90'000 | 50'000 | 95'481 | 50'000 | 53'866 CHF | 28'902 CHF | 100.00% | 100.00% |
07.05.2024 | 2.36% | 0.52 CHF | 0.54 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 51'664 CHF | 26'449 CHF | 98.92% | 98.92% |
06.05.2024 | 2.94% | 0.50 CHF | 0.52 CHF | 100'000 | 50'000 | 103'071 | 49'867 | 51'112 CHF | 25'489 CHF | 100.00% | 100.00% |
03.05.2024 | 4.06% | 0.50 CHF | 0.52 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 12'520 CHF | 13'038 CHF | 98.63% | 98.63% |
02.05.2024 | 2.23% | 0.48 CHF | 0.49 CHF | 110'000 | 50'000 | 109'765 | 50'000 | 53'208 CHF | 24'785 CHF | 99.13% | 99.13% |