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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 10.75% | 0.28 CHF | 0.31 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 3'459 CHF | 3'850 CHF | 93.94% | 93.94% |
16.05.2024 | 8.80% | 0.24 CHF | 0.27 CHF | 75'000 | 25'000 | 75'000 | 25'000 | 16'939 CHF | 6'165 CHF | 96.74% | 96.74% |
15.05.2024 | 8.99% | 0.24 CHF | 0.26 CHF | 75'000 | 25'000 | 74'856 | 24'952 | 16'799 CHF | 6'125 CHF | 89.42% | 89.42% |
14.05.2024 | 8.47% | 0.24 CHF | 0.26 CHF | 75'000 | 25'000 | 74'145 | 24'829 | 17'617 CHF | 6'419 CHF | 93.33% | 93.33% |
13.05.2024 | 8.69% | 0.22 CHF | 0.24 CHF | 75'000 | 25'000 | 75'000 | 25'000 | 16'876 CHF | 6'136 CHF | 90.10% | 90.10% |
10.05.2024 | 8.27% | 0.23 CHF | 0.25 CHF | 75'000 | 25'000 | 75'000 | 25'000 | 17'595 CHF | 6'371 CHF | 91.95% | 91.95% |
08.05.2024 | 9.65% | 0.20 CHF | 0.22 CHF | 75'000 | 25'000 | 75'000 | 25'000 | 15'105 CHF | 5'545 CHF | 98.66% | 98.66% |
07.05.2024 | 9.75% | 0.21 CHF | 0.23 CHF | 75'000 | 25'000 | 75'000 | 25'000 | 14'871 CHF | 5'465 CHF | 95.91% | 95.91% |
06.05.2024 | 9.37% | 0.20 CHF | 0.22 CHF | 75'000 | 25'000 | 75'000 | 25'000 | 15'325 CHF | 5'610 CHF | 100.00% | 100.00% |
03.05.2024 | 9.66% | 0.20 CHF | 0.22 CHF | 75'000 | 25'000 | 75'000 | 25'000 | 14'596 CHF | 5'359 CHF | 98.32% | 98.32% |