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 | 4.18% | 0.38 CHF | 0.40 CHF | 30'000 | 3'000 | 29'602 | 11'629 | 10'652 CHF | 4'416 CHF | 96.76% | 96.76% |
15.05.2024 | 5.06% | 0.28 CHF | 0.30 CHF | 30'000 | 30'000 | 28'293 | 28'293 | 8'731 CHF | 9'159 CHF | 97.15% | 97.16% |
14.05.2024 | 7.94% | 0.26 CHF | 0.27 CHF | 40'000 | 40'000 | 39'968 | 39'968 | 7'005 CHF | 7'568 CHF | 99.46% | 99.46% |
13.05.2024 | 6.35% | 0.22 CHF | 0.23 CHF | 40'000 | 40'000 | 39'802 | 39'802 | 8'633 CHF | 9'195 CHF | 98.76% | 98.76% |
10.05.2024 | 5.85% | 0.24 CHF | 0.25 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 12'200 CHF | 12'933 CHF | 98.73% | 98.73% |
08.05.2024 | 8.04% | 0.16 CHF | 0.17 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 8'390 CHF | 9'090 CHF | 99.03% | 99.03% |
07.05.2024 | 8.12% | 0.17 CHF | 0.19 CHF | 50'000 | 50'000 | 49'936 | 49'936 | 8'322 CHF | 9'022 CHF | 100.00% | 100.00% |
06.05.2024 | 11.24% | 0.12 CHF | 0.13 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 5'920 CHF | 6'620 CHF | 100.00% | 100.00% |
03.05.2024 | 16.34% | 0.08 CHF | 0.10 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 3'956 CHF | 4'656 CHF | 99.97% | 99.97% |
02.05.2024 | 19.14% | 0.05 CHF | 0.07 CHF | 50'000 | 50'000 | 49'996 | 49'996 | 3'333 CHF | 4'033 CHF | 100.00% | 100.00% |