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 | 5.37% | 0.32 CHF | 0.34 CHF | 111'803 | 25'000 | 61'312 | 18'662 | 18'960 CHF | 6'045 CHF | 99.35% | 99.35% |
15.05.2024 | 5.93% | 0.34 CHF | 0.36 CHF | 12'500 | 12'500 | 12'399 | 12'399 | 4'603 CHF | 4'878 CHF | 98.95% | 98.95% |
14.05.2024 | 5.74% | 0.40 CHF | 0.42 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 4'496 CHF | 4'755 CHF | 97.98% | 97.98% |
13.05.2024 | 1.09% | 1.01 CHF | 1.02 CHF | 50'000 | 25'000 | 52'296 | 25'000 | 52'601 CHF | 25'449 CHF | 100.00% | 100.00% |
10.05.2024 | 0.95% | 1.08 CHF | 1.09 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 54'287 CHF | 27'403 CHF | 100.00% | 100.00% |
08.05.2024 | 1.04% | 1.13 CHF | 1.14 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 55'548 CHF | 28'065 CHF | 100.00% | 100.00% |
07.05.2024 | 0.96% | 1.10 CHF | 1.11 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 59'377 CHF | 29'974 CHF | 98.16% | 98.16% |
06.05.2024 | 0.83% | 1.19 CHF | 1.20 CHF | 50'000 | 25'000 | 49'807 | 25'000 | 59'515 CHF | 30'128 CHF | 100.00% | 100.00% |
03.05.2024 | 0.83% | 1.22 CHF | 1.23 CHF | 50'000 | 25'000 | 42'455 | 25'000 | 53'787 CHF | 31'996 CHF | 97.86% | 97.86% |
02.05.2024 | 0.77% | 1.33 CHF | 1.34 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 51'693 CHF | 32'558 CHF | 98.94% | 98.94% |