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 | 3.90% | 0.52 CHF | 0.54 CHF | 50'000 | 50'000 | 49'925 | 49'925 | 25'152 CHF | 26'151 CHF | 100.00% | 100.00% |
15.05.2024 | 4.11% | 0.50 CHF | 0.52 CHF | 50'000 | 50'000 | 49'911 | 49'911 | 23'859 CHF | 24'858 CHF | 100.00% | 100.00% |
14.05.2024 | 3.97% | 0.49 CHF | 0.51 CHF | 50'000 | 50'000 | 49'973 | 49'973 | 24'672 CHF | 25'672 CHF | 100.00% | 100.00% |
13.05.2024 | 3.92% | 0.51 CHF | 0.53 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 25'008 CHF | 26'008 CHF | 99.83% | 99.83% |
10.05.2024 | 5.10% | 0.53 CHF | 0.55 CHF | 50'000 | 50'000 | 45'483 | 45'483 | 22'859 CHF | 23'799 CHF | 100.00% | 100.00% |
08.05.2024 | 4.38% | 0.45 CHF | 0.47 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 26'847 CHF | 28'047 CHF | 95.17% | 95.17% |
07.05.2024 | 4.96% | 0.36 CHF | 0.38 CHF | 60'000 | 60'000 | 59'899 | 59'899 | 23'632 CHF | 24'831 CHF | 99.66% | 99.66% |
06.05.2024 | 4.78% | 0.42 CHF | 0.44 CHF | 50'000 | 50'000 | 52'166 | 52'166 | 21'309 CHF | 22'353 CHF | 100.00% | 100.00% |
03.05.2024 | 4.75% | 0.42 CHF | 0.44 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 24'665 CHF | 25'865 CHF | 100.00% | 100.00% |
02.05.2024 | 4.76% | 0.40 CHF | 0.42 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 24'612 CHF | 25'812 CHF | 98.51% | 98.51% |