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 | 2.82% | 0.53 CHF | 0.55 CHF | 100'000 | 7'500 | 95'974 | 7'500 | 52'353 CHF | 4'214 CHF | 98.10% | 98.10% |
16.05.2024 | 3.10% | 0.55 CHF | 0.56 CHF | 100'000 | 7'500 | 103'199 | 7'500 | 51'926 CHF | 3'896 CHF | 98.89% | 98.89% |
15.05.2024 | 3.27% | 0.49 CHF | 0.51 CHF | 110'000 | 7'500 | 108'180 | 7'424 | 52'639 CHF | 3'733 CHF | 98.95% | 98.95% |
14.05.2024 | 3.22% | 0.50 CHF | 0.52 CHF | 100'000 | 7'500 | 102'042 | 7'500 | 51'875 CHF | 3'940 CHF | 100.00% | 100.00% |
13.05.2024 | 4.94% | 0.53 CHF | 0.56 CHF | 3'750 | 3'750 | 3'750 | 3'750 | 1'905 CHF | 2'001 CHF | 100.00% | 100.00% |
10.05.2024 | 5.17% | 0.54 CHF | 0.56 CHF | 3'750 | 3'750 | 3'750 | 3'750 | 1'838 CHF | 1'935 CHF | 100.00% | 100.00% |
08.05.2024 | 5.67% | 0.44 CHF | 0.46 CHF | 3'750 | 3'750 | 3'750 | 3'750 | 1'629 CHF | 1'724 CHF | 98.08% | 98.08% |
07.05.2024 | 6.27% | 0.36 CHF | 0.39 CHF | 3'750 | 3'750 | 4'320 | 3'766 | 1'682 CHF | 1'573 CHF | 86.00% | 86.00% |
06.05.2024 | 6.18% | 0.40 CHF | 0.43 CHF | 3'750 | 3'750 | 3'750 | 3'750 | 1'492 CHF | 1'587 CHF | 100.00% | 100.00% |
03.05.2024 | 6.15% | 0.41 CHF | 0.43 CHF | 3'750 | 3'750 | 3'750 | 3'750 | 1'504 CHF | 1'600 CHF | 98.09% | 98.09% |