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 | 4.41% | 0.43 CHF | 0.45 CHF | 25'000 | 25'000 | 47'666 | 32'428 | 21'036 CHF | 14'894 CHF | 68.81% | 68.81% |
15.05.2024 | 3.09% | 0.44 CHF | 0.45 CHF | 101'871 | 50'000 | 101'604 | 49'488 | 45'417 CHF | 22'812 CHF | 98.95% | 98.95% |
14.05.2024 | 3.16% | 0.44 CHF | 0.45 CHF | 102'164 | 50'000 | 103'681 | 50'000 | 43'353 CHF | 21'584 CHF | 100.00% | 100.00% |
13.05.2024 | 3.54% | 0.38 CHF | 0.40 CHF | 105'649 | 50'000 | 104'946 | 50'000 | 41'415 CHF | 20'441 CHF | 100.00% | 100.00% |
10.05.2024 | 2.87% | 0.39 CHF | 0.40 CHF | 105'719 | 50'000 | 105'802 | 50'000 | 40'412 CHF | 19'654 CHF | 100.00% | 100.00% |
08.05.2024 | 3.17% | 0.39 CHF | 0.40 CHF | 105'336 | 50'000 | 108'533 | 50'000 | 37'190 CHF | 17'704 CHF | 100.00% | 100.00% |
07.05.2024 | 4.59% | 0.30 CHF | 0.31 CHF | 111'053 | 50'000 | 111'575 | 50'000 | 32'645 CHF | 15'317 CHF | 98.92% | 98.92% |
06.05.2024 | 4.71% | 0.28 CHF | 0.29 CHF | 112'121 | 50'000 | 112'280 | 49'867 | 30'586 CHF | 14'243 CHF | 100.00% | 100.00% |
03.05.2024 | 8.08% | 0.28 CHF | 0.30 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 6'925 CHF | 7'507 CHF | 98.63% | 98.63% |
02.05.2024 | 4.38% | 0.25 CHF | 0.27 CHF | 115'154 | 50'000 | 114'554 | 50'000 | 29'831 CHF | 13'604 CHF | 99.13% | 99.13% |