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 | 3.41% | 0.32 CHF | 0.33 CHF | 70'000 | 70'000 | 69'906 | 69'906 | 20'380 CHF | 21'080 CHF | 100.00% | 100.00% |
15.05.2024 | 3.47% | 0.28 CHF | 0.30 CHF | 70'000 | 70'000 | 69'868 | 69'868 | 19'875 CHF | 20'575 CHF | 100.00% | 100.00% |
14.05.2024 | 4.78% | 0.28 CHF | 0.29 CHF | 80'000 | 80'000 | 79'957 | 79'957 | 17'000 CHF | 17'800 CHF | 100.00% | 100.00% |
13.05.2024 | 8.08% | 0.15 CHF | 0.16 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 9'549 CHF | 10'349 CHF | 100.00% | 100.00% |
10.05.2024 | 7.17% | 0.13 CHF | 0.14 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 10'788 CHF | 11'588 CHF | 99.99% | 99.99% |
08.05.2024 | 6.80% | 0.13 CHF | 0.14 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 11'412 CHF | 12'212 CHF | 99.06% | 99.06% |
07.05.2024 | 8.39% | 0.13 CHF | 0.14 CHF | 80'000 | 80'000 | 79'960 | 79'960 | 9'184 CHF | 9'984 CHF | 100.00% | 100.00% |
06.05.2024 | 8.92% | 0.12 CHF | 0.13 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 8'602 CHF | 9'402 CHF | 100.00% | 100.00% |
03.05.2024 | 11.53% | 0.08 CHF | 0.09 CHF | 90'000 | 90'000 | 87'072 | 87'072 | 7'126 CHF | 7'997 CHF | 99.97% | 99.97% |
02.05.2024 | 10.85% | 0.10 CHF | 0.11 CHF | 80'000 | 80'000 | 88'128 | 88'128 | 7'723 CHF | 8'604 CHF | 100.00% | 100.00% |