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 | 4.07% | 0.47 CHF | 0.49 CHF | 25'000 | 25'000 | 47'681 | 32'428 | 22'894 CHF | 16'145 CHF | 68.81% | 68.81% |
15.05.2024 | 2.56% | 0.48 CHF | 0.49 CHF | 101'926 | 50'000 | 101'672 | 49'440 | 49'366 CHF | 24'623 CHF | 90.42% | 90.42% |
14.05.2024 | 2.98% | 0.48 CHF | 0.49 CHF | 102'095 | 50'000 | 103'672 | 50'000 | 47'326 CHF | 23'522 CHF | 100.00% | 100.00% |
13.05.2024 | 3.28% | 0.42 CHF | 0.44 CHF | 105'564 | 50'000 | 104'911 | 50'000 | 45'480 CHF | 22'398 CHF | 100.00% | 100.00% |
10.05.2024 | 2.78% | 0.43 CHF | 0.44 CHF | 105'584 | 50'000 | 105'716 | 50'000 | 44'450 CHF | 21'617 CHF | 96.28% | 96.28% |
08.05.2024 | 3.37% | 0.43 CHF | 0.44 CHF | 105'631 | 50'000 | 108'605 | 50'000 | 41'240 CHF | 19'655 CHF | 100.00% | 100.00% |
07.05.2024 | 3.23% | 0.34 CHF | 0.35 CHF | 111'053 | 50'000 | 111'638 | 50'000 | 37'031 CHF | 17'130 CHF | 98.92% | 98.92% |
06.05.2024 | 3.56% | 0.32 CHF | 0.33 CHF | 112'042 | 50'000 | 112'306 | 49'867 | 34'955 CHF | 16'081 CHF | 100.00% | 100.00% |
03.05.2024 | 7.38% | 0.32 CHF | 0.34 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 7'882 CHF | 8'486 CHF | 98.63% | 98.63% |
02.05.2024 | 4.25% | 0.29 CHF | 0.30 CHF | 115'176 | 50'000 | 114'652 | 50'000 | 34'114 CHF | 15'525 CHF | 99.13% | 99.13% |