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 | 4.26% | 0.42 CHF | 0.44 CHF | 25'000 | 25'000 | 47'671 | 32'428 | 20'505 CHF | 14'474 CHF | 68.81% | 68.81% |
15.05.2024 | 2.88% | 0.43 CHF | 0.44 CHF | 101'926 | 50'000 | 101'661 | 49'488 | 44'289 CHF | 22'184 CHF | 98.95% | 98.95% |
14.05.2024 | 3.35% | 0.43 CHF | 0.44 CHF | 102'360 | 50'000 | 103'673 | 50'000 | 42'064 CHF | 20'982 CHF | 100.00% | 100.00% |
13.05.2024 | 3.55% | 0.37 CHF | 0.39 CHF | 105'526 | 50'000 | 104'934 | 50'000 | 40'047 CHF | 19'773 CHF | 100.00% | 100.00% |
10.05.2024 | 3.15% | 0.38 CHF | 0.39 CHF | 105'584 | 50'000 | 105'716 | 50'000 | 39'165 CHF | 19'117 CHF | 96.28% | 96.28% |
08.05.2024 | 4.41% | 0.37 CHF | 0.39 CHF | 105'642 | 50'000 | 108'612 | 50'000 | 35'621 CHF | 17'155 CHF | 100.00% | 100.00% |
07.05.2024 | 4.30% | 0.29 CHF | 0.30 CHF | 111'226 | 50'000 | 111'752 | 50'000 | 31'265 CHF | 14'603 CHF | 98.92% | 98.92% |
06.05.2024 | 4.09% | 0.27 CHF | 0.28 CHF | 112'344 | 50'000 | 112'437 | 49'867 | 29'360 CHF | 13'562 CHF | 100.00% | 100.00% |
03.05.2024 | 8.13% | 0.27 CHF | 0.29 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 6'614 CHF | 7'175 CHF | 98.63% | 98.63% |
02.05.2024 | 5.17% | 0.24 CHF | 0.25 CHF | 115'154 | 50'000 | 114'650 | 50'000 | 28'352 CHF | 13'022 CHF | 99.13% | 99.13% |