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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.05.2024 | 6.61% | 0.58 CHF | 0.60 CHF | 37'500 | 37'500 | 28'515 | 28'515 | 16'192 CHF | 17'061 CHF | 79.33% | 79.33% |
21.05.2024 | 8.29% | 0.30 CHF | 0.32 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 11'315 CHF | 12'294 CHF | 100.00% | 100.00% |
17.05.2024 | 10.04% | 0.27 CHF | 0.29 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 10'109 CHF | 11'179 CHF | 96.53% | 96.53% |
16.05.2024 | 8.59% | 0.29 CHF | 0.31 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 10'683 CHF | 11'640 CHF | 97.72% | 97.72% |
15.05.2024 | 9.60% | 0.27 CHF | 0.30 CHF | 37'500 | 37'500 | 37'126 | 37'126 | 9'888 CHF | 10'880 CHF | 98.90% | 98.90% |
14.05.2024 | 9.45% | 0.27 CHF | 0.29 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 10'000 CHF | 10'992 CHF | 100.00% | 100.00% |
13.05.2024 | 9.41% | 0.27 CHF | 0.30 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 10'050 CHF | 11'041 CHF | 100.00% | 100.00% |
10.05.2024 | 9.32% | 0.27 CHF | 0.30 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 10'648 CHF | 11'690 CHF | 96.53% | 96.53% |
08.05.2024 | 9.43% | 0.29 CHF | 0.31 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 10'648 CHF | 11'702 CHF | 96.53% | 96.53% |
07.05.2024 | 9.60% | 0.29 CHF | 0.31 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 10'454 CHF | 11'507 CHF | 96.45% | 96.45% |