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 | - | 0.28 CHF | - CHF | 300'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.51% |
15.05.2024 | - | 0.31 CHF | - CHF | 200'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.24% |
14.05.2024 | - | 0.52 CHF | - CHF | 200'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.57% |
13.05.2024 | - | 0.55 CHF | - CHF | 100'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.07% |
10.05.2024 | - | 0.57 CHF | - CHF | 100'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.50% |
08.05.2024 | 3.14% | 0.56 CHF | 0.57 CHF | 200'000 | 200'000 | 74'762 | 74'762 | 40'995 CHF | 42'055 CHF | 99.50% | 99.50% |
07.05.2024 | 3.41% | 0.55 CHF | 0.56 CHF | 200'000 | 200'000 | 75'264 | 75'264 | 40'442 CHF | 41'507 CHF | 98.28% | 98.28% |
06.05.2024 | 2.61% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 37'547 | 37'547 | 22'900 CHF | 23'431 CHF | 98.25% | 98.25% |
03.05.2024 | 1.75% | 0.89 CHF | 0.90 CHF | 50'000 | 50'000 | 18'627 | 18'627 | 17'310 CHF | 17'574 CHF | 99.04% | 99.04% |
02.05.2024 | 2.49% | 1.30 CHF | 1.32 CHF | 50'000 | 50'000 | 18'807 | 18'807 | 26'804 CHF | 27'336 CHF | 98.11% | 98.11% |