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 | 15.03% | 2.74 CHF | 3.23 CHF | 20'000 | 1'000 | 20'000 | 1'000 | 59'615 CHF | 3'465 CHF | 99.02% | 99.02% |
15.05.2024 | 13.78% | 2.93 CHF | 3.35 CHF | 20'000 | 2'000 | 20'000 | 2'000 | 57'052 CHF | 6'548 CHF | 93.71% | 93.71% |
14.05.2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
13.05.2024 | 16.09% | 1.85 CHF | 2.17 CHF | 30'000 | 2'000 | 30'561 | 2'000 | 54'191 CHF | 4'171 CHF | 100.00% | 100.00% |
10.05.2024 | 12.06% | 1.92 CHF | 2.17 CHF | 30'000 | 2'500 | 30'000 | 2'500 | 59'433 CHF | 5'587 CHF | 100.00% | 100.00% |
08.05.2024 | 16.55% | 1.59 CHF | 1.88 CHF | 40'000 | 2'500 | 38'411 | 2'500 | 60'580 CHF | 4'671 CHF | 98.83% | 98.83% |
07.05.2024 | 14.20% | 1.79 CHF | 2.06 CHF | 30'000 | 2'500 | 30'172 | 2'500 | 52'574 CHF | 5'023 CHF | 97.06% | 97.06% |
06.05.2024 | 14.77% | 1.61 CHF | 1.87 CHF | 40'000 | 2'500 | 39'742 | 2'500 | 63'493 CHF | 4'632 CHF | 100.00% | 100.00% |
03.05.2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
02.05.2024 | 13.20% | 1.24 CHF | 1.42 CHF | 50'000 | 2'500 | 41'457 | 2'500 | 53'793 CHF | 3'709 CHF | 99.40% | 99.40% |