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 | 5.02% | 0.37 CHF | 0.39 CHF | 25'000 | 25'000 | 47'682 | 32'428 | 18'091 CHF | 12'829 CHF | 68.81% | 68.81% |
15.05.2024 | 3.50% | 0.38 CHF | 0.39 CHF | 101'812 | 50'000 | 101'651 | 49'488 | 38'986 CHF | 19'653 CHF | 98.95% | 98.95% |
14.05.2024 | 3.53% | 0.38 CHF | 0.39 CHF | 102'268 | 50'000 | 103'700 | 50'000 | 36'687 CHF | 18'332 CHF | 100.00% | 100.00% |
13.05.2024 | 4.06% | 0.32 CHF | 0.33 CHF | 105'564 | 50'000 | 104'926 | 50'000 | 34'606 CHF | 17'176 CHF | 100.00% | 100.00% |
10.05.2024 | 3.77% | 0.33 CHF | 0.34 CHF | 105'389 | 50'000 | 105'782 | 50'000 | 33'665 CHF | 16'524 CHF | 96.28% | 96.28% |
08.05.2024 | 4.46% | 0.32 CHF | 0.33 CHF | 105'642 | 50'000 | 108'609 | 50'000 | 29'923 CHF | 14'421 CHF | 100.00% | 100.00% |
07.05.2024 | 4.96% | 0.24 CHF | 0.25 CHF | 111'078 | 50'000 | 111'663 | 50'000 | 25'477 CHF | 11'989 CHF | 98.92% | 98.92% |
06.05.2024 | 5.43% | 0.21 CHF | 0.23 CHF | 112'414 | 50'000 | 112'371 | 49'867 | 23'544 CHF | 11'030 CHF | 100.00% | 100.00% |
03.05.2024 | 9.44% | 0.21 CHF | 0.23 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 5'288 CHF | 5'812 CHF | 98.63% | 98.63% |
02.05.2024 | 5.74% | 0.19 CHF | 0.20 CHF | 114'899 | 50'000 | 114'595 | 50'000 | 22'425 CHF | 10'366 CHF | 99.13% | 99.13% |