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 | 3.54% | 0.54 CHF | 0.56 CHF | 25'000 | 25'000 | 46'390 | 32'428 | 25'568 CHF | 18'461 CHF | 68.81% | 68.81% |
15.05.2024 | 2.65% | 0.55 CHF | 0.57 CHF | 100'000 | 50'000 | 93'285 | 49'488 | 51'947 CHF | 28'305 CHF | 98.95% | 98.95% |
14.05.2024 | 2.51% | 0.55 CHF | 0.56 CHF | 100'000 | 50'000 | 99'855 | 50'000 | 52'747 CHF | 27'084 CHF | 100.00% | 100.00% |
13.05.2024 | 2.61% | 0.50 CHF | 0.51 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 50'545 CHF | 25'941 CHF | 100.00% | 100.00% |
10.05.2024 | 2.37% | 0.50 CHF | 0.51 CHF | 100'000 | 50'000 | 105'017 | 50'000 | 51'596 CHF | 25'158 CHF | 84.40% | 84.40% |
08.05.2024 | 2.41% | 0.50 CHF | 0.51 CHF | 100'000 | 50'000 | 107'784 | 50'000 | 48'504 CHF | 23'089 CHF | 95.11% | 95.11% |
07.05.2024 | 3.36% | 0.41 CHF | 0.42 CHF | 111'053 | 50'000 | 111'575 | 50'000 | 44'918 CHF | 20'817 CHF | 98.92% | 98.92% |
06.05.2024 | 3.38% | 0.39 CHF | 0.40 CHF | 112'121 | 50'000 | 112'279 | 49'867 | 42'936 CHF | 19'729 CHF | 100.00% | 100.00% |
03.05.2024 | 5.21% | 0.39 CHF | 0.41 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 9'736 CHF | 10'257 CHF | 98.63% | 98.63% |
02.05.2024 | 3.05% | 0.37 CHF | 0.38 CHF | 115'157 | 50'000 | 114'571 | 50'000 | 42'461 CHF | 19'104 CHF | 99.13% | 99.13% |