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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 6.27% | 0.21 CHF | 0.22 CHF | 98'000 | 98'000 | 44'536 | 44'536 | 9'556 CHF | 10'117 CHF | 99.23% | 99.23% |
16.05.2024 | 6.10% | 0.24 CHF | 0.25 CHF | 98'000 | 98'000 | 44'219 | 44'219 | 9'990 CHF | 10'549 CHF | 100.00% | 100.00% |
15.05.2024 | 6.76% | 0.21 CHF | 0.22 CHF | 99'000 | 99'000 | 44'424 | 44'424 | 9'048 CHF | 9'608 CHF | 100.00% | 100.00% |
14.05.2024 | 6.74% | 0.20 CHF | 0.21 CHF | 99'000 | 99'000 | 44'521 | 44'521 | 8'983 CHF | 9'544 CHF | 100.00% | 100.00% |
13.05.2024 | 6.89% | 0.20 CHF | 0.21 CHF | 99'000 | 99'000 | 44'540 | 44'540 | 8'894 CHF | 9'455 CHF | 100.00% | 100.00% |
10.05.2024 | 7.16% | 0.19 CHF | 0.20 CHF | 99'000 | 99'000 | 44'548 | 44'548 | 8'592 CHF | 9'153 CHF | 100.00% | 100.00% |
08.05.2024 | 6.74% | 0.22 CHF | 0.23 CHF | 98'000 | 98'000 | 43'825 | 43'825 | 9'084 CHF | 9'639 CHF | 99.07% | 99.07% |
07.05.2024 | 6.42% | 0.20 CHF | 0.21 CHF | 99'000 | 99'000 | 44'257 | 44'257 | 9'376 CHF | 9'934 CHF | 99.94% | 99.94% |
06.05.2024 | 8.12% | 0.18 CHF | 0.19 CHF | 99'000 | 99'000 | 44'682 | 44'682 | 7'573 CHF | 8'135 CHF | 100.00% | 100.00% |
03.05.2024 | 9.55% | 0.15 CHF | 0.16 CHF | 100'000 | 100'000 | 44'748 | 44'748 | 6'534 CHF | 7'097 CHF | 99.97% | 99.97% |