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 | 4.11% | 0.44 CHF | 0.46 CHF | 25'000 | 25'000 | 47'683 | 32'428 | 21'499 CHF | 15'172 CHF | 68.81% | 68.81% |
15.05.2024 | 3.03% | 0.45 CHF | 0.46 CHF | 101'871 | 50'000 | 101'604 | 49'488 | 46'433 CHF | 23'307 CHF | 98.95% | 98.95% |
14.05.2024 | 3.19% | 0.45 CHF | 0.46 CHF | 102'095 | 50'000 | 103'672 | 50'000 | 44'216 CHF | 22'022 CHF | 100.00% | 100.00% |
13.05.2024 | 3.52% | 0.39 CHF | 0.41 CHF | 105'564 | 50'000 | 104'911 | 50'000 | 42'333 CHF | 20'898 CHF | 100.00% | 100.00% |
10.05.2024 | 2.90% | 0.40 CHF | 0.41 CHF | 105'584 | 50'000 | 105'798 | 50'000 | 41'398 CHF | 20'141 CHF | 96.28% | 96.28% |
08.05.2024 | 3.66% | 0.40 CHF | 0.41 CHF | 105'631 | 50'000 | 108'605 | 50'000 | 37'982 CHF | 18'155 CHF | 100.00% | 100.00% |
07.05.2024 | 3.54% | 0.31 CHF | 0.32 CHF | 111'053 | 50'000 | 111'638 | 50'000 | 33'681 CHF | 15'630 CHF | 98.92% | 98.92% |
06.05.2024 | 3.94% | 0.29 CHF | 0.30 CHF | 112'042 | 50'000 | 112'306 | 49'867 | 31'586 CHF | 14'585 CHF | 100.00% | 100.00% |
03.05.2024 | 8.13% | 0.29 CHF | 0.31 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 7'132 CHF | 7'736 CHF | 98.64% | 98.64% |
02.05.2024 | 4.77% | 0.26 CHF | 0.28 CHF | 115'157 | 50'000 | 114'652 | 50'000 | 30'674 CHF | 14'032 CHF | 99.13% | 99.13% |