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 | 2.55% | 0.72 CHF | 0.74 CHF | 25'000 | 25'000 | 38'370 | 32'428 | 28'030 CHF | 24'252 CHF | 68.81% | 68.81% |
15.05.2024 | 1.71% | 0.73 CHF | 0.74 CHF | 70'000 | 50'000 | 70'000 | 49'488 | 51'497 CHF | 37'030 CHF | 98.95% | 98.95% |
14.05.2024 | 1.94% | 0.73 CHF | 0.74 CHF | 70'000 | 50'000 | 77'761 | 50'000 | 54'899 CHF | 36'022 CHF | 100.00% | 100.00% |
13.05.2024 | 2.09% | 0.67 CHF | 0.69 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 54'681 CHF | 34'898 CHF | 100.00% | 100.00% |
10.05.2024 | 1.77% | 0.68 CHF | 0.69 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 53'645 CHF | 34'129 CHF | 100.00% | 100.00% |
08.05.2024 | 2.17% | 0.68 CHF | 0.69 CHF | 80'000 | 50'000 | 86'324 | 50'000 | 54'280 CHF | 32'196 CHF | 100.00% | 100.00% |
07.05.2024 | 1.85% | 0.59 CHF | 0.60 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 52'354 CHF | 29'630 CHF | 98.92% | 98.92% |
06.05.2024 | 1.99% | 0.57 CHF | 0.58 CHF | 90'000 | 50'000 | 92'931 | 49'867 | 52'116 CHF | 28'548 CHF | 100.00% | 100.00% |
03.05.2024 | 4.19% | 0.57 CHF | 0.59 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 14'133 CHF | 14'737 CHF | 98.63% | 98.63% |
02.05.2024 | 2.33% | 0.54 CHF | 0.55 CHF | 100'000 | 50'000 | 98'391 | 50'000 | 53'855 CHF | 28'025 CHF | 99.13% | 99.13% |