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 | 4.96% | 0.48 CHF | 0.51 CHF | 25'000 | 25'000 | 25'638 | 25'208 | 12'568 CHF | 12'984 CHF | 48.74% | 48.74% |
15.05.2024 | 2.87% | 0.50 CHF | 0.51 CHF | 101'984 | 50'000 | 100'105 | 49'444 | 50'145 CHF | 25'488 CHF | 91.11% | 91.11% |
14.05.2024 | 2.50% | 0.50 CHF | 0.51 CHF | 102'257 | 50'000 | 103'932 | 50'000 | 48'518 CHF | 23'935 CHF | 83.27% | 83.27% |
13.05.2024 | 2.34% | 0.44 CHF | 0.45 CHF | 105'368 | 50'000 | 105'007 | 50'000 | 47'168 CHF | 22'991 CHF | 100.00% | 100.00% |
10.05.2024 | 3.26% | 0.44 CHF | 0.46 CHF | 105'389 | 50'000 | 105'773 | 50'000 | 45'889 CHF | 22'413 CHF | 96.28% | 96.28% |
08.05.2024 | 2.81% | 0.44 CHF | 0.45 CHF | 105'569 | 50'000 | 108'622 | 50'000 | 42'829 CHF | 20'299 CHF | 100.00% | 100.00% |
07.05.2024 | 3.34% | 0.35 CHF | 0.37 CHF | 111'053 | 50'000 | 111'648 | 50'000 | 38'673 CHF | 17'909 CHF | 98.92% | 98.92% |
06.05.2024 | 4.09% | 0.33 CHF | 0.34 CHF | 112'414 | 50'000 | 112'312 | 49'867 | 36'612 CHF | 16'934 CHF | 100.00% | 100.00% |
03.05.2024 | 5.96% | 0.33 CHF | 0.35 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 8'270 CHF | 8'778 CHF | 98.63% | 98.63% |
02.05.2024 | 3.69% | 0.31 CHF | 0.32 CHF | 114'899 | 50'000 | 114'554 | 50'000 | 35'956 CHF | 16'285 CHF | 99.13% | 99.13% |