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 | 2.47% | 0.53 CHF | 0.54 CHF | 100'000 | 50'000 | 62'485 | 37'495 | 32'729 CHF | 19'920 CHF | 97.80% | 97.80% |
15.05.2024 | 1.94% | 0.51 CHF | 0.52 CHF | 100'000 | 50'000 | 100'000 | 49'752 | 51'199 CHF | 25'968 CHF | 98.95% | 98.95% |
14.05.2024 | 2.11% | 0.51 CHF | 0.52 CHF | 100'000 | 50'000 | 111'978 | 50'000 | 52'411 CHF | 23'990 CHF | 97.15% | 97.15% |
13.05.2024 | 2.47% | 0.43 CHF | 0.44 CHF | 120'000 | 50'000 | 128'760 | 50'000 | 51'496 CHF | 20'508 CHF | 100.00% | 100.00% |
10.05.2024 | 2.44% | 0.40 CHF | 0.41 CHF | 130'000 | 50'000 | 129'260 | 50'000 | 52'312 CHF | 20'740 CHF | 94.82% | 94.82% |
08.05.2024 | 2.45% | 0.39 CHF | 0.40 CHF | 130'000 | 50'000 | 128'618 | 50'000 | 51'961 CHF | 20'709 CHF | 99.32% | 99.32% |
07.05.2024 | 2.64% | 0.39 CHF | 0.40 CHF | 130'000 | 50'000 | 138'676 | 50'000 | 51'900 CHF | 19'220 CHF | 99.98% | 99.98% |
06.05.2024 | 2.74% | 0.37 CHF | 0.38 CHF | 140'000 | 50'000 | 141'372 | 49'867 | 51'231 CHF | 18'578 CHF | 99.99% | 99.99% |
03.05.2024 | 4.56% | 0.32 CHF | 0.34 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 8'071 CHF | 8'447 CHF | 93.75% | 93.75% |
02.05.2024 | 4.66% | 0.34 CHF | 0.35 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 11'952 CHF | 12'521 CHF | 99.09% | 99.09% |