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 | 3.43% | 0.28 CHF | 0.29 CHF | 181'950 | 50'000 | 177'359 | 50'000 | 50'883 CHF | 14'858 CHF | 98.29% | 98.29% |
15.05.2024 | 2.87% | 0.35 CHF | 0.36 CHF | 150'000 | 50'000 | 149'016 | 49'489 | 51'719 CHF | 17'684 CHF | 98.93% | 98.93% |
14.05.2024 | 2.61% | 0.35 CHF | 0.36 CHF | 150'000 | 50'000 | 130'615 | 49'363 | 50'710 CHF | 19'697 CHF | 99.99% | 99.99% |
13.05.2024 | 2.45% | 0.39 CHF | 0.40 CHF | 130'000 | 50'000 | 128'354 | 50'000 | 51'736 CHF | 20'665 CHF | 100.00% | 100.00% |
10.05.2024 | 2.34% | 0.42 CHF | 0.43 CHF | 120'000 | 50'000 | 121'161 | 50'000 | 51'091 CHF | 21'590 CHF | 100.00% | 100.00% |
08.05.2024 | 2.12% | 0.45 CHF | 0.46 CHF | 120'000 | 50'000 | 112'735 | 50'000 | 52'711 CHF | 23'921 CHF | 100.00% | 100.00% |
07.05.2024 | 1.92% | 0.51 CHF | 0.52 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 51'646 CHF | 26'323 CHF | 96.44% | 96.44% |
06.05.2024 | 1.88% | 0.55 CHF | 0.56 CHF | 100'000 | 50'000 | 99'110 | 49'876 | 52'415 CHF | 26'904 CHF | 100.00% | 100.00% |
03.05.2024 | 3.41% | 0.55 CHF | 0.57 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 14'445 CHF | 14'945 CHF | 98.64% | 98.64% |
02.05.2024 | 3.25% | 0.63 CHF | 0.65 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 15'158 CHF | 15'658 CHF | 99.13% | 99.13% |