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 | 12.88% | 0.15 CHF | 0.17 CHF | 75'000 | 75'000 | 74'754 | 74'754 | 10'906 CHF | 12'403 CHF | 98.48% | 98.48% |
15.05.2024 | 12.67% | 0.15 CHF | 0.17 CHF | 75'000 | 75'000 | 71'901 | 71'901 | 11'247 CHF | 12'706 CHF | 100.00% | 100.00% |
14.05.2024 | 14.51% | 0.16 CHF | 0.18 CHF | 75'000 | 75'000 | 56'657 | 56'657 | 8'998 CHF | 10'314 CHF | 100.00% | 100.00% |
13.05.2024 | 11.92% | 0.16 CHF | 0.18 CHF | 75'000 | 75'000 | 74'861 | 74'861 | 11'845 CHF | 13'343 CHF | 100.00% | 100.00% |
10.05.2024 | 12.06% | 0.16 CHF | 0.18 CHF | 75'000 | 75'000 | 74'861 | 74'861 | 11'700 CHF | 13'198 CHF | 100.00% | 100.00% |
08.05.2024 | 11.79% | 0.16 CHF | 0.18 CHF | 75'000 | 75'000 | 74'391 | 74'391 | 11'986 CHF | 13'480 CHF | 93.32% | 93.32% |
07.05.2024 | 39.62% | 0.15 CHF | 0.17 CHF | 75'000 | 75'000 | 74'789 | 74'789 | 12'421 CHF | 18'661 CHF | 99.98% | 99.98% |
06.05.2024 | 40.79% | 0.17 CHF | 0.26 CHF | 75'000 | 75'000 | 74'862 | 74'862 | 13'162 CHF | 19'901 CHF | 100.00% | 100.00% |
03.05.2024 | 41.47% | 0.18 CHF | 0.27 CHF | 75'000 | 75'000 | 65'880 | 65'880 | 11'891 CHF | 17'881 CHF | 100.00% | 100.00% |
02.05.2024 | 36.52% | 0.20 CHF | 0.29 CHF | 75'000 | 75'000 | 74'857 | 74'857 | 15'093 CHF | 21'831 CHF | 99.23% | 99.23% |