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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 7.78% | 0.34 CHF | 0.37 CHF | 60'000 | 60'000 | 59'892 | 59'892 | 22'305 CHF | 24'105 CHF | 100.00% | 100.00% |
14.05.2024 | 7.55% | 0.37 CHF | 0.40 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 22'968 CHF | 24'768 CHF | 99.82% | 99.82% |
13.05.2024 | 7.02% | 0.40 CHF | 0.43 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 24'737 CHF | 26'537 CHF | 100.00% | 100.00% |
10.05.2024 | 6.89% | 0.41 CHF | 0.44 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 25'228 CHF | 27'028 CHF | 100.00% | 100.00% |
08.05.2024 | 6.51% | 0.44 CHF | 0.47 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 26'772 CHF | 28'572 CHF | 99.77% | 99.77% |
07.05.2024 | 6.95% | 0.42 CHF | 0.45 CHF | 60'000 | 60'000 | 59'968 | 59'968 | 25'064 CHF | 26'864 CHF | 98.43% | 98.43% |
06.05.2024 | 7.02% | 0.40 CHF | 0.43 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 24'751 CHF | 26'551 CHF | 100.00% | 100.00% |
03.05.2024 | 5.98% | 0.46 CHF | 0.49 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 29'194 CHF | 30'994 CHF | 99.90% | 99.90% |
02.05.2024 | 5.93% | 0.50 CHF | 0.53 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 29'446 CHF | 31'246 CHF | 99.69% | 99.69% |
30.04.2024 | 6.03% | 0.49 CHF | 0.52 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 28'944 CHF | 30'744 CHF | 100.00% | 100.00% |