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 | 3.96% | 0.53 CHF | 0.54 CHF | 100'000 | 50'000 | 78'296 | 42'118 | 43'249 CHF | 23'790 CHF | 99.00% | 99.00% |
15.05.2024 | 5.64% | 0.51 CHF | 0.58 CHF | 10'000 | 10'000 | 69'843 | 36'597 | 36'953 CHF | 19'879 CHF | 98.05% | 98.05% |
14.05.2024 | 2.27% | 0.50 CHF | 0.51 CHF | 100'000 | 50'000 | 108'386 | 49'476 | 50'966 CHF | 23'770 CHF | 97.89% | 97.89% |
13.05.2024 | 2.43% | 0.45 CHF | 0.46 CHF | 120'000 | 50'000 | 115'197 | 49'251 | 52'141 CHF | 22'802 CHF | 100.00% | 100.00% |
10.05.2024 | 2.26% | 0.44 CHF | 0.45 CHF | 120'000 | 50'000 | 120'000 | 50'000 | 52'466 CHF | 22'361 CHF | 95.32% | 95.32% |
08.05.2024 | 2.47% | 0.41 CHF | 0.42 CHF | 130'000 | 50'000 | 129'982 | 50'000 | 52'035 CHF | 20'516 CHF | 100.00% | 100.00% |
07.05.2024 | 2.57% | 0.41 CHF | 0.42 CHF | 130'000 | 50'000 | 135'791 | 50'000 | 52'262 CHF | 19'783 CHF | 99.97% | 99.97% |
06.05.2024 | 4.05% | 0.37 CHF | 0.38 CHF | 140'000 | 50'000 | 120'973 | 46'075 | 46'837 CHF | 18'349 CHF | 100.00% | 100.00% |
03.05.2024 | 5.30% | 0.37 CHF | 0.38 CHF | 140'000 | 50'000 | 111'732 | 43'043 | 43'136 CHF | 17'121 CHF | 97.13% | 97.13% |
02.05.2024 | 3.79% | 0.38 CHF | 0.39 CHF | 140'000 | 50'000 | 130'958 | 47'228 | 48'631 CHF | 18'035 CHF | 99.48% | 99.48% |