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% | 0.24 CHF | 0.25 CHF | 132'626 | 25'000 | 133'897 | 25'000 | 31'375 CHF | 6'109 CHF | 91.54% | 91.54% |
15.05.2024 | 4.32% | 0.23 CHF | 0.24 CHF | 136'163 | 25'000 | 136'470 | 24'942 | 31'305 CHF | 5'974 CHF | 71.36% | 71.36% |
14.05.2024 | 4.41% | 0.23 CHF | 0.24 CHF | 143'425 | 50'000 | 142'350 | 50'000 | 31'617 CHF | 11'614 CHF | 42.27% | 42.27% |
13.05.2024 | 5.45% | 0.19 CHF | 0.20 CHF | 153'911 | 50'000 | 154'772 | 50'000 | 27'670 CHF | 9'444 CHF | 64.96% | 64.96% |
10.05.2024 | 5.85% | 0.14 CHF | 0.15 CHF | 174'924 | 50'000 | 165'078 | 50'000 | 27'573 CHF | 8'901 CHF | 93.39% | 93.39% |
08.05.2024 | 5.78% | 0.20 CHF | 0.21 CHF | 152'264 | 50'000 | 166'665 | 50'000 | 28'086 CHF | 8'939 CHF | 100.00% | 100.00% |
07.05.2024 | 6.16% | 0.16 CHF | 0.17 CHF | 171'760 | 50'000 | 174'051 | 50'000 | 27'467 CHF | 8'413 CHF | 92.03% | 92.03% |
06.05.2024 | 24.19% | 0.04 CHF | 0.05 CHF | 390'108 | 50'000 | 447'625 | 50'000 | 16'494 CHF | 2'346 CHF | 94.95% | 94.95% |
03.05.2024 | 25.78% | 0.03 CHF | 0.04 CHF | 448'787 | 50'000 | 470'037 | 50'000 | 16'459 CHF | 2'265 CHF | 88.39% | 88.39% |
02.05.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 10'000 CHF | 1'500 CHF | 93.07% | 93.07% |