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 | 5.94% | 0.31 CHF | 0.33 CHF | 25'000 | 25'000 | 47'682 | 32'428 | 15'230 CHF | 10'884 CHF | 68.81% | 68.81% |
15.05.2024 | 3.72% | 0.32 CHF | 0.33 CHF | 101'812 | 50'000 | 101'628 | 49'488 | 33'018 CHF | 16'684 CHF | 98.95% | 98.95% |
14.05.2024 | 4.24% | 0.32 CHF | 0.33 CHF | 102'268 | 50'000 | 103'700 | 50'000 | 30'465 CHF | 15'332 CHF | 100.00% | 100.00% |
13.05.2024 | 4.94% | 0.26 CHF | 0.27 CHF | 105'564 | 50'000 | 104'926 | 50'000 | 28'310 CHF | 14'176 CHF | 100.00% | 100.00% |
10.05.2024 | 4.94% | 0.27 CHF | 0.28 CHF | 105'389 | 50'000 | 105'738 | 50'000 | 27'306 CHF | 13'565 CHF | 96.28% | 96.28% |
08.05.2024 | 5.47% | 0.26 CHF | 0.28 CHF | 105'569 | 50'000 | 108'596 | 50'000 | 23'631 CHF | 11'508 CHF | 100.00% | 100.00% |
07.05.2024 | 7.27% | 0.18 CHF | 0.19 CHF | 111'078 | 50'000 | 111'747 | 50'000 | 18'883 CHF | 9'086 CHF | 98.92% | 98.92% |
06.05.2024 | 6.60% | 0.16 CHF | 0.17 CHF | 112'265 | 50'000 | 112'418 | 49'867 | 16'984 CHF | 8'044 CHF | 100.00% | 100.00% |
03.05.2024 | 14.14% | 0.15 CHF | 0.18 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 3'788 CHF | 4'364 CHF | 98.63% | 98.63% |
02.05.2024 | 8.17% | 0.13 CHF | 0.14 CHF | 114'899 | 50'000 | 114'595 | 50'000 | 15'550 CHF | 7'366 CHF | 99.13% | 99.13% |