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 | 3.22% | 0.31 CHF | 0.32 CHF | 153'207 | 25'000 | 152'079 | 25'000 | 46'440 CHF | 7'885 CHF | 91.55% | 91.55% |
15.05.2024 | 3.40% | 0.30 CHF | 0.31 CHF | 153'995 | 25'000 | 153'506 | 24'946 | 45'493 CHF | 7'648 CHF | 76.17% | 76.17% |
14.05.2024 | 3.45% | 0.29 CHF | 0.30 CHF | 158'451 | 50'000 | 157'689 | 50'000 | 44'936 CHF | 14'753 CHF | 44.91% | 44.91% |
13.05.2024 | 3.91% | 0.26 CHF | 0.27 CHF | 169'016 | 50'000 | 169'470 | 50'000 | 42'561 CHF | 13'061 CHF | 72.82% | 72.82% |
10.05.2024 | 4.16% | 0.22 CHF | 0.23 CHF | 185'665 | 50'000 | 176'738 | 50'000 | 41'670 CHF | 12'325 CHF | 94.74% | 94.74% |
08.05.2024 | 4.14% | 0.26 CHF | 0.27 CHF | 168'970 | 50'000 | 177'243 | 50'000 | 41'984 CHF | 12'353 CHF | 100.00% | 100.00% |
07.05.2024 | 4.27% | 0.23 CHF | 0.24 CHF | 179'003 | 50'000 | 183'232 | 50'000 | 42'027 CHF | 11'984 CHF | 92.53% | 92.53% |
06.05.2024 | 9.97% | 0.10 CHF | 0.11 CHF | 307'506 | 50'000 | 325'545 | 50'000 | 31'128 CHF | 5'283 CHF | 97.97% | 97.97% |
03.05.2024 | 9.98% | 0.10 CHF | 0.11 CHF | 310'786 | 50'000 | 346'588 | 50'000 | 33'049 CHF | 5'298 CHF | 90.06% | 90.06% |
02.05.2024 | 13.33% | 0.07 CHF | 0.08 CHF | 449'908 | 50'000 | 422'344 | 50'000 | 29'574 CHF | 4'001 CHF | 93.06% | 93.06% |