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 | - | 0.90 CHF | - CHF | 75'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 93.90% |
15.05.2024 | 8.66% | 0.76 CHF | 0.72 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 49'698 CHF | 54'198 CHF | 0.32% | 98.63% |
14.05.2024 | 10.25% | 0.59 CHF | 0.65 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'568 CHF | 61'568 CHF | 98.39% | 98.39% |
13.05.2024 | 10.07% | 0.60 CHF | 0.66 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 56'662 CHF | 62'662 CHF | 99.18% | 99.18% |
10.05.2024 | 11.14% | 0.56 CHF | 0.62 CHF | 100'000 | 100'000 | 108'464 | 108'464 | 55'115 CHF | 61'623 CHF | 96.50% | 96.50% |
08.05.2024 | 11.75% | 0.54 CHF | 0.60 CHF | 100'000 | 100'000 | 120'911 | 120'911 | 58'100 CHF | 65'355 CHF | 99.18% | 99.18% |
07.05.2024 | 11.43% | 0.49 CHF | 0.55 CHF | 125'000 | 125'000 | 114'183 | 114'183 | 56'454 CHF | 63'305 CHF | 98.98% | 98.98% |
06.05.2024 | 13.08% | 0.46 CHF | 0.52 CHF | 125'000 | 125'000 | 125'049 | 125'049 | 53'731 CHF | 61'234 CHF | 98.98% | 98.98% |
03.05.2024 | 15.73% | 0.38 CHF | 0.44 CHF | 150'000 | 150'000 | 150'046 | 150'046 | 52'823 CHF | 61'826 CHF | 95.93% | 95.93% |
02.05.2024 | 14.85% | 0.33 CHF | 0.39 CHF | 175'000 | 175'000 | 144'921 | 144'920 | 54'091 CHF | 62'786 CHF | 98.71% | 98.71% |