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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | - | 0.04 CHF | - CHF | 101'926 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 38.99% |
14.05.2024 | 20.03% | 0.04 CHF | 0.06 CHF | 102'360 | 50'000 | 104'036 | 50'000 | 6'855 CHF | 4'007 CHF | 79.70% | 100.00% |
13.05.2024 | 15.17% | 0.09 CHF | 0.11 CHF | 105'526 | 50'000 | 104'934 | 50'000 | 8'872 CHF | 4'918 CHF | 100.00% | 100.00% |
10.05.2024 | 11.07% | 0.09 CHF | 0.10 CHF | 105'534 | 50'000 | 105'666 | 50'000 | 10'372 CHF | 5'484 CHF | 96.28% | 96.28% |
08.05.2024 | 9.32% | 0.09 CHF | 0.10 CHF | 105'631 | 50'000 | 108'605 | 50'000 | 14'915 CHF | 7'492 CHF | 100.00% | 100.00% |
07.05.2024 | 6.34% | 0.18 CHF | 0.19 CHF | 111'053 | 50'000 | 111'577 | 50'000 | 20'733 CHF | 9'897 CHF | 98.92% | 98.92% |
06.05.2024 | 5.82% | 0.20 CHF | 0.21 CHF | 112'000 | 50'000 | 112'285 | 49'867 | 23'124 CHF | 10'874 CHF | 100.00% | 100.00% |
03.05.2024 | 10.67% | 0.19 CHF | 0.21 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 4'825 CHF | 5'368 CHF | 98.64% | 98.64% |
02.05.2024 | 5.81% | 0.23 CHF | 0.24 CHF | 115'154 | 50'000 | 114'650 | 50'000 | 25'176 CHF | 11'634 CHF | 99.13% | 99.13% |
30.04.2024 | 4.78% | 0.23 CHF | 0.24 CHF | 115'964 | 50'000 | 114'750 | 50'000 | 25'630 CHF | 11'706 CHF | 100.00% | 100.00% |