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 | 3.75% | 0.56 CHF | 0.57 CHF | 90'000 | 50'000 | 74'235 | 42'118 | 43'305 CHF | 25'073 CHF | 99.00% | 99.00% |
15.05.2024 | 5.36% | 0.54 CHF | 0.61 CHF | 10'000 | 10'000 | 68'298 | 36'597 | 37'553 CHF | 20'660 CHF | 98.05% | 98.05% |
14.05.2024 | 2.18% | 0.52 CHF | 0.53 CHF | 100'000 | 50'000 | 105'841 | 49'476 | 51'818 CHF | 24'746 CHF | 97.89% | 97.89% |
13.05.2024 | 2.35% | 0.47 CHF | 0.48 CHF | 110'000 | 50'000 | 108'078 | 49'251 | 50'566 CHF | 23'544 CHF | 100.00% | 100.00% |
10.05.2024 | 2.18% | 0.45 CHF | 0.46 CHF | 120'000 | 50'000 | 116'777 | 50'000 | 52'920 CHF | 23'168 CHF | 98.68% | 98.68% |
08.05.2024 | 2.35% | 0.43 CHF | 0.44 CHF | 120'000 | 50'000 | 121'679 | 50'000 | 51'194 CHF | 21'544 CHF | 100.00% | 100.00% |
07.05.2024 | 2.44% | 0.43 CHF | 0.44 CHF | 120'000 | 50'000 | 126'509 | 50'000 | 51'312 CHF | 20'814 CHF | 99.97% | 99.97% |
06.05.2024 | 3.89% | 0.39 CHF | 0.40 CHF | 130'000 | 50'000 | 118'226 | 46'075 | 47'593 CHF | 19'050 CHF | 100.00% | 100.00% |
03.05.2024 | 5.14% | 0.39 CHF | 0.40 CHF | 130'000 | 50'000 | 109'030 | 42'946 | 43'762 CHF | 17'738 CHF | 97.41% | 97.41% |
02.05.2024 | 3.64% | 0.39 CHF | 0.40 CHF | 130'000 | 50'000 | 125'453 | 47'228 | 48'467 CHF | 18'754 CHF | 99.47% | 99.47% |