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 | 3.67% | 0.56 CHF | 0.59 CHF | 25'000 | 25'000 | 44'312 | 32'428 | 25'408 CHF | 19'214 CHF | 68.81% | 68.81% |
15.05.2024 | 2.38% | 0.57 CHF | 0.59 CHF | 90'000 | 50'000 | 90'000 | 49'488 | 52'036 CHF | 29'298 CHF | 98.95% | 98.95% |
14.05.2024 | 2.37% | 0.57 CHF | 0.59 CHF | 90'000 | 50'000 | 97'538 | 50'000 | 53'639 CHF | 28'180 CHF | 99.99% | 99.99% |
13.05.2024 | 2.17% | 0.52 CHF | 0.53 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 52'796 CHF | 26'977 CHF | 100.00% | 100.00% |
10.05.2024 | 2.74% | 0.52 CHF | 0.53 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 51'257 CHF | 26'341 CHF | 100.00% | 100.00% |
08.05.2024 | 2.24% | 0.52 CHF | 0.53 CHF | 100'000 | 50'000 | 107'279 | 50'000 | 50'632 CHF | 24'182 CHF | 96.74% | 96.74% |
07.05.2024 | 2.84% | 0.43 CHF | 0.44 CHF | 111'053 | 50'000 | 111'617 | 50'000 | 47'346 CHF | 21'820 CHF | 98.92% | 98.92% |
06.05.2024 | 2.92% | 0.41 CHF | 0.42 CHF | 112'151 | 50'000 | 112'289 | 49'867 | 45'371 CHF | 20'748 CHF | 100.00% | 100.00% |
03.05.2024 | 4.88% | 0.41 CHF | 0.43 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 10'257 CHF | 10'770 CHF | 98.63% | 98.63% |
02.05.2024 | 2.97% | 0.39 CHF | 0.40 CHF | 115'154 | 50'000 | 114'595 | 50'000 | 44'929 CHF | 20'195 CHF | 98.85% | 98.85% |