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 | 3.51% | 0.50 CHF | 0.55 CHF | 10'000 | 10'000 | 80'328 | 41'514 | 42'249 CHF | 22'321 CHF | 96.72% | 96.72% |
15.05.2024 | 3.60% | 0.50 CHF | 0.55 CHF | 10'000 | 10'000 | 87'814 | 42'087 | 43'169 CHF | 21'208 CHF | 99.35% | 99.35% |
14.05.2024 | 3.35% | 0.47 CHF | 0.52 CHF | 10'000 | 10'000 | 90'746 | 46'422 | 44'650 CHF | 23'389 CHF | 95.86% | 95.86% |
13.05.2024 | 2.98% | 0.46 CHF | 0.51 CHF | 10'000 | 10'000 | 100'315 | 51'578 | 46'597 CHF | 24'532 CHF | 99.64% | 99.64% |
10.05.2024 | 3.74% | 0.42 CHF | 0.47 CHF | 10'000 | 10'000 | 91'970 | 44'365 | 42'998 CHF | 21'204 CHF | 98.58% | 98.58% |
08.05.2024 | 4.09% | 0.41 CHF | 0.46 CHF | 10'000 | 10'000 | 97'885 | 42'773 | 43'394 CHF | 19'429 CHF | 99.64% | 99.64% |
07.05.2024 | 4.11% | 0.42 CHF | 0.47 CHF | 10'000 | 10'000 | 95'619 | 41'962 | 42'958 CHF | 19'339 CHF | 94.65% | 94.65% |
06.05.2024 | 10.79% | 0.41 CHF | 0.46 CHF | 10'000 | 10'000 | 12'824 | 6'964 | 5'372 CHF | 3'212 CHF | 95.39% | 95.39% |
03.05.2024 | 10.68% | 0.45 CHF | 0.50 CHF | 10'000 | 10'000 | 5'739 | 5'739 | 2'552 CHF | 2'839 CHF | 94.51% | 94.51% |
02.05.2024 | 3.79% | 0.32 CHF | 0.37 CHF | 10'000 | 10'000 | 140'825 | 50'907 | 47'717 CHF | 17'808 CHF | 99.54% | 99.54% |