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 | 2.81% | 0.69 CHF | 0.71 CHF | 25'000 | 25'000 | 41'341 | 32'428 | 28'933 CHF | 23'279 CHF | 68.81% | 68.81% |
15.05.2024 | 1.79% | 0.70 CHF | 0.71 CHF | 80'000 | 50'000 | 79'939 | 49'488 | 56'410 CHF | 35'546 CHF | 98.95% | 98.95% |
14.05.2024 | 2.02% | 0.70 CHF | 0.71 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 54'131 CHF | 34'522 CHF | 100.00% | 100.00% |
13.05.2024 | 2.19% | 0.64 CHF | 0.66 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 52'281 CHF | 33'398 CHF | 100.00% | 100.00% |
10.05.2024 | 1.86% | 0.65 CHF | 0.66 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 51'245 CHF | 32'629 CHF | 100.00% | 100.00% |
08.05.2024 | 2.14% | 0.65 CHF | 0.66 CHF | 80'000 | 50'000 | 87'469 | 50'000 | 52'381 CHF | 30'655 CHF | 100.00% | 100.00% |
07.05.2024 | 1.95% | 0.56 CHF | 0.57 CHF | 90'000 | 50'000 | 97'889 | 50'000 | 53'989 CHF | 28'130 CHF | 98.92% | 98.92% |
06.05.2024 | 2.10% | 0.54 CHF | 0.55 CHF | 100'000 | 50'000 | 99'601 | 49'867 | 52'920 CHF | 27'052 CHF | 100.00% | 100.00% |
03.05.2024 | 3.97% | 0.54 CHF | 0.56 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 13'383 CHF | 13'925 CHF | 98.63% | 98.63% |
02.05.2024 | 2.47% | 0.51 CHF | 0.52 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 51'757 CHF | 26'525 CHF | 99.13% | 99.13% |