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 | 5.21% | 0.34 CHF | 0.36 CHF | 25'000 | 25'000 | 47'671 | 32'428 | 16'692 CHF | 11'880 CHF | 68.81% | 68.81% |
15.05.2024 | 3.41% | 0.35 CHF | 0.36 CHF | 101'926 | 50'000 | 101'628 | 49'488 | 36'116 CHF | 18'191 CHF | 98.95% | 98.95% |
14.05.2024 | 4.16% | 0.35 CHF | 0.36 CHF | 102'360 | 50'000 | 103'673 | 50'000 | 33'770 CHF | 16'982 CHF | 100.00% | 100.00% |
13.05.2024 | 4.47% | 0.29 CHF | 0.31 CHF | 105'526 | 50'000 | 104'934 | 50'000 | 31'652 CHF | 15'773 CHF | 100.00% | 100.00% |
10.05.2024 | 3.90% | 0.30 CHF | 0.31 CHF | 105'534 | 50'000 | 105'666 | 50'000 | 30'677 CHF | 15'093 CHF | 96.28% | 96.28% |
08.05.2024 | 5.38% | 0.29 CHF | 0.31 CHF | 105'642 | 50'000 | 108'616 | 50'000 | 26'933 CHF | 13'097 CHF | 100.00% | 100.00% |
07.05.2024 | 5.99% | 0.21 CHF | 0.22 CHF | 111'226 | 50'000 | 111'752 | 50'000 | 22'325 CHF | 10'603 CHF | 98.92% | 98.92% |
06.05.2024 | 5.87% | 0.19 CHF | 0.20 CHF | 112'344 | 50'000 | 112'437 | 49'867 | 20'365 CHF | 9'573 CHF | 100.00% | 100.00% |
03.05.2024 | 11.77% | 0.18 CHF | 0.21 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 4'562 CHF | 5'132 CHF | 98.64% | 98.64% |
02.05.2024 | 5.95% | 0.16 CHF | 0.17 CHF | 115'081 | 50'000 | 114'632 | 50'000 | 19'177 CHF | 8'878 CHF | 99.13% | 99.13% |