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 | 2.49% | 0.75 CHF | 0.77 CHF | 25'000 | 25'000 | 38'370 | 32'428 | 29'139 CHF | 25'175 CHF | 68.81% | 68.81% |
15.05.2024 | 1.60% | 0.76 CHF | 0.77 CHF | 70'000 | 50'000 | 70'000 | 49'488 | 53'577 CHF | 38'481 CHF | 98.95% | 98.95% |
14.05.2024 | 1.78% | 0.76 CHF | 0.77 CHF | 70'000 | 50'000 | 71'593 | 50'000 | 52'586 CHF | 37'414 CHF | 100.00% | 100.00% |
13.05.2024 | 1.81% | 0.70 CHF | 0.71 CHF | 80'000 | 50'000 | 78'198 | 50'000 | 55'634 CHF | 36'232 CHF | 100.00% | 100.00% |
10.05.2024 | 1.64% | 0.71 CHF | 0.72 CHF | 80'000 | 50'000 | 79'983 | 50'000 | 56'021 CHF | 35'598 CHF | 100.00% | 100.00% |
08.05.2024 | 2.04% | 0.70 CHF | 0.72 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 52'673 CHF | 33'597 CHF | 100.00% | 100.00% |
07.05.2024 | 1.99% | 0.62 CHF | 0.63 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 54'881 CHF | 31'103 CHF | 98.92% | 98.92% |
06.05.2024 | 1.82% | 0.60 CHF | 0.61 CHF | 90'000 | 50'000 | 89'654 | 49'867 | 53'002 CHF | 30'018 CHF | 100.00% | 100.00% |
03.05.2024 | 3.78% | 0.59 CHF | 0.62 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 14'812 CHF | 15'383 CHF | 98.63% | 98.63% |
02.05.2024 | 1.76% | 0.57 CHF | 0.58 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 51'959 CHF | 29'378 CHF | 99.13% | 99.13% |