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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 11.97% | 0.21 CHF | 0.24 CHF | 3'750 | 3'750 | 3'750 | 3'750 | 776 CHF | 874 CHF | 99.51% | 99.51% |
22.05.2024 | 13.91% | 0.17 CHF | 0.20 CHF | 3'750 | 3'750 | 3'750 | 3'750 | 665 CHF | 764 CHF | 96.65% | 96.65% |
21.05.2024 | 8.14% | 0.18 CHF | 0.19 CHF | 281'423 | 7'500 | 280'034 | 7'500 | 50'336 CHF | 1'463 CHF | 14.33% | 14.33% |
17.05.2024 | 6.56% | 0.20 CHF | 0.22 CHF | 250'000 | 7'500 | 218'660 | 7'500 | 50'912 CHF | 1'894 CHF | 98.09% | 98.09% |
16.05.2024 | 6.59% | 0.25 CHF | 0.27 CHF | 200'000 | 7'500 | 216'777 | 7'500 | 50'458 CHF | 1'870 CHF | 98.89% | 98.89% |
15.05.2024 | 7.84% | 0.23 CHF | 0.25 CHF | 220'000 | 7'500 | 253'430 | 7'423 | 50'456 CHF | 1'605 CHF | 97.39% | 97.39% |
14.05.2024 | 7.08% | 0.21 CHF | 0.23 CHF | 240'000 | 7'500 | 226'082 | 7'500 | 50'392 CHF | 1'803 CHF | 99.15% | 99.15% |
13.05.2024 | 10.19% | 0.25 CHF | 0.28 CHF | 3'750 | 3'750 | 3'750 | 3'750 | 891 CHF | 987 CHF | 100.00% | 100.00% |
10.05.2024 | 10.37% | 0.30 CHF | 0.33 CHF | 3'750 | 3'750 | 3'750 | 3'750 | 909 CHF | 1'006 CHF | 99.78% | 99.78% |
08.05.2024 | 13.96% | 0.17 CHF | 0.19 CHF | 3'750 | 3'750 | 3'750 | 3'750 | 624 CHF | 717 CHF | 98.08% | 98.08% |