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 | 9.86% | 0.19 CHF | 0.21 CHF | 75'000 | 75'000 | 74'742 | 74'742 | 14'475 CHF | 15'972 CHF | 98.48% | 98.48% |
15.05.2024 | 9.72% | 0.20 CHF | 0.22 CHF | 75'000 | 75'000 | 71'900 | 71'900 | 14'893 CHF | 16'352 CHF | 100.00% | 100.00% |
14.05.2024 | 11.17% | 0.21 CHF | 0.23 CHF | 75'000 | 75'000 | 56'658 | 56'658 | 11'902 CHF | 13'218 CHF | 100.00% | 100.00% |
13.05.2024 | 9.14% | 0.21 CHF | 0.23 CHF | 75'000 | 75'000 | 74'862 | 74'862 | 15'671 CHF | 17'169 CHF | 100.00% | 100.00% |
10.05.2024 | 9.21% | 0.21 CHF | 0.23 CHF | 75'000 | 75'000 | 74'862 | 74'862 | 15'542 CHF | 17'041 CHF | 100.00% | 100.00% |
08.05.2024 | 8.93% | 0.22 CHF | 0.24 CHF | 75'000 | 75'000 | 74'395 | 74'395 | 16'069 CHF | 17'562 CHF | 93.34% | 93.34% |
07.05.2024 | 31.38% | 0.21 CHF | 0.23 CHF | 75'000 | 75'000 | 74'787 | 74'787 | 16'540 CHF | 22'777 CHF | 99.45% | 99.45% |
06.05.2024 | 32.33% | 0.23 CHF | 0.32 CHF | 75'000 | 75'000 | 74'862 | 74'862 | 17'489 CHF | 24'227 CHF | 100.00% | 100.00% |
03.05.2024 | 32.64% | 0.24 CHF | 0.33 CHF | 75'000 | 75'000 | 65'880 | 65'880 | 15'937 CHF | 21'927 CHF | 100.00% | 100.00% |
02.05.2024 | 28.84% | 0.27 CHF | 0.36 CHF | 75'000 | 75'000 | 74'858 | 74'858 | 20'008 CHF | 26'747 CHF | 99.64% | 99.64% |