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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29.05.2024 | 4.91% | 0.56 CHF | 0.59 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 15'935 CHF | 16'733 CHF | 98.10% | 98.10% |
28.05.2024 | 4.40% | 0.85 CHF | 0.90 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 12'205 CHF | 12'744 CHF | 91.16% | 91.16% |
27.05.2024 | 3.84% | 1.49 CHF | 1.54 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 14'612 CHF | 15'184 CHF | 95.26% | 95.26% |
24.05.2024 | 4.64% | 1.61 CHF | 1.69 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 7'787 CHF | 8'156 CHF | 95.21% | 95.21% |
23.05.2024 | 3.45% | 1.45 CHF | 1.50 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 14'856 CHF | 15'376 CHF | 99.49% | 99.49% |
22.05.2024 | 3.48% | 1.43 CHF | 1.48 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 27'887 CHF | 28'872 CHF | 94.07% | 94.07% |
21.05.2024 | 4.42% | 1.38 CHF | 1.48 CHF | 40'000 | 7'500 | 28'585 | 7'500 | 59'283 CHF | 16'660 CHF | 94.00% | 94.00% |
17.05.2024 | 3.64% | 2.56 CHF | 2.65 CHF | 20'000 | 7'500 | 22'062 | 7'500 | 55'521 CHF | 19'595 CHF | 6.24% | 6.24% |
16.05.2024 | 3.86% | 2.46 CHF | 2.56 CHF | 30'000 | 7'500 | 21'201 | 7'500 | 55'387 CHF | 20'431 CHF | 99.07% | 99.07% |
15.05.2024 | 2.59% | 2.85 CHF | 2.91 CHF | 20'000 | 10'000 | 24'308 | 9'921 | 60'869 CHF | 25'869 CHF | 95.62% | 95.62% |