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 | 5.61% | 0.40 CHF | 0.41 CHF | 130'000 | 50'000 | 113'462 | 42'118 | 42'508 CHF | 16'318 CHF | 99.00% | 99.00% |
15.05.2024 | 7.33% | 0.36 CHF | 0.43 CHF | 10'000 | 10'000 | 87'632 | 36'597 | 35'986 CHF | 15'527 CHF | 98.05% | 98.05% |
14.05.2024 | 2.27% | 0.45 CHF | 0.46 CHF | 120'000 | 50'000 | 109'780 | 49'476 | 51'706 CHF | 23'813 CHF | 97.89% | 97.89% |
13.05.2024 | 2.24% | 0.49 CHF | 0.50 CHF | 110'000 | 50'000 | 103'294 | 49'251 | 50'709 CHF | 24'699 CHF | 100.00% | 100.00% |
10.05.2024 | 1.95% | 0.51 CHF | 0.52 CHF | 100'000 | 50'000 | 100'031 | 50'000 | 50'761 CHF | 25'873 CHF | 98.67% | 98.67% |
08.05.2024 | 1.81% | 0.54 CHF | 0.55 CHF | 100'000 | 50'000 | 98'952 | 50'000 | 54'148 CHF | 27'867 CHF | 100.00% | 100.00% |
07.05.2024 | 1.77% | 0.53 CHF | 0.54 CHF | 100'000 | 50'000 | 93'510 | 50'000 | 52'330 CHF | 28'529 CHF | 99.97% | 99.97% |
06.05.2024 | 2.83% | 0.57 CHF | 0.58 CHF | 90'000 | 50'000 | 85'201 | 46'075 | 47'425 CHF | 26'164 CHF | 100.00% | 100.00% |
03.05.2024 | 3.58% | 0.57 CHF | 0.58 CHF | 90'000 | 50'000 | 78'133 | 43'063 | 43'771 CHF | 24'655 CHF | 97.07% | 97.07% |
02.05.2024 | 2.39% | 0.58 CHF | 0.59 CHF | 90'000 | 50'000 | 84'567 | 47'284 | 49'165 CHF | 27'997 CHF | 99.33% | 99.33% |