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 | 3.39% | 0.52 CHF | 0.53 CHF | 100'000 | 25'000 | 56'895 | 18'662 | 28'507 CHF | 9'632 CHF | 99.35% | 99.35% |
15.05.2024 | 3.96% | 0.53 CHF | 0.56 CHF | 12'500 | 12'500 | 12'399 | 12'399 | 6'985 CHF | 7'264 CHF | 98.95% | 98.95% |
14.05.2024 | 3.72% | 0.59 CHF | 0.61 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 6'923 CHF | 7'182 CHF | 97.99% | 97.99% |
13.05.2024 | 0.95% | 1.21 CHF | 1.22 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 60'011 CHF | 30'291 CHF | 100.00% | 100.00% |
10.05.2024 | 0.82% | 1.27 CHF | 1.28 CHF | 40'000 | 25'000 | 40'266 | 25'000 | 51'513 CHF | 32'253 CHF | 100.00% | 100.00% |
08.05.2024 | 0.86% | 1.32 CHF | 1.33 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 52'206 CHF | 32'912 CHF | 100.00% | 100.00% |
07.05.2024 | 0.72% | 1.30 CHF | 1.31 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 55'323 CHF | 34'827 CHF | 98.81% | 98.81% |
06.05.2024 | 0.76% | 1.38 CHF | 1.39 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 55'569 CHF | 34'996 CHF | 100.00% | 100.00% |
03.05.2024 | 0.78% | 1.42 CHF | 1.43 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 58'548 CHF | 36'878 CHF | 98.61% | 98.61% |
02.05.2024 | 0.67% | 1.52 CHF | 1.53 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 59'480 CHF | 37'425 CHF | 99.12% | 99.12% |