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 | 4.95% | 0.22 CHF | 0.23 CHF | 195'644 | 50'000 | 194'793 | 50'000 | 44'186 CHF | 11'920 CHF | 93.62% | 93.62% |
15.05.2024 | 4.05% | 0.25 CHF | 0.26 CHF | 186'502 | 50'000 | 177'100 | 49'728 | 48'035 CHF | 14'070 CHF | 89.75% | 89.75% |
14.05.2024 | 4.35% | 0.26 CHF | 0.27 CHF | 182'872 | 50'000 | 174'865 | 48'530 | 44'004 CHF | 12'737 CHF | 91.16% | 91.16% |
13.05.2024 | 7.48% | 0.25 CHF | 0.27 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 6'508 CHF | 7'013 CHF | 79.79% | 79.79% |
10.05.2024 | 9.26% | 0.22 CHF | 0.24 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 8'196 CHF | 8'991 CHF | 98.14% | 98.14% |
08.05.2024 | 11.94% | 0.16 CHF | 0.18 CHF | 25'000 | 25'000 | 29'047 | 25'515 | 4'939 CHF | 4'710 CHF | 96.88% | 96.88% |
07.05.2024 | 4.58% | 0.26 CHF | 0.27 CHF | 192'347 | 75'000 | 202'605 | 75'000 | 49'897 CHF | 19'378 CHF | 83.91% | 83.91% |
06.05.2024 | 4.11% | 0.22 CHF | 0.23 CHF | 222'916 | 50'000 | 205'932 | 50'000 | 49'683 CHF | 12'587 CHF | 82.77% | 82.77% |
03.05.2024 | 3.97% | 0.26 CHF | 0.27 CHF | 200'000 | 75'000 | 204'315 | 75'000 | 50'533 CHF | 19'356 CHF | 63.49% | 63.49% |
02.05.2024 | 6.04% | 0.18 CHF | 0.19 CHF | 257'285 | 75'000 | 279'238 | 75'000 | 44'966 CHF | 12'900 CHF | 79.95% | 79.95% |