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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 8.61% | 0.07 CHF | 0.10 CHF | 82'000 | 82'000 | 81'642 | 81'642 | 9'312 CHF | 10'130 CHF | 82.76% | 100.00% |
14.05.2024 | 10.34% | 0.10 CHF | 0.11 CHF | 82'000 | 82'000 | 80'739 | 80'739 | 7'552 CHF | 8'360 CHF | 68.58% | 99.44% |
13.05.2024 | 10.23% | 0.10 CHF | 0.11 CHF | 82'000 | 82'000 | 80'894 | 80'894 | 7'637 CHF | 8'447 CHF | 69.66% | 100.00% |
10.05.2024 | 9.12% | 0.09 CHF | 0.10 CHF | 82'000 | 82'000 | 81'047 | 81'047 | 8'640 CHF | 9'451 CHF | 78.97% | 93.97% |
08.05.2024 | 5.47% | 0.15 CHF | 0.16 CHF | 83'000 | 83'000 | 82'985 | 82'985 | 15'045 CHF | 15'875 CHF | 99.67% | 99.67% |
07.05.2024 | 3.75% | 0.24 CHF | 0.25 CHF | 85'000 | 85'000 | 84'019 | 84'019 | 22'286 CHF | 23'127 CHF | 99.55% | 99.55% |
06.05.2024 | 4.44% | 0.27 CHF | 0.28 CHF | 85'000 | 85'000 | 83'089 | 83'089 | 18'664 CHF | 19'496 CHF | 98.80% | 98.80% |
03.05.2024 | 4.08% | 0.25 CHF | 0.26 CHF | 84'000 | 84'000 | 83'663 | 83'663 | 20'179 CHF | 21'016 CHF | 97.81% | 98.49% |
02.05.2024 | 3.88% | 0.26 CHF | 0.27 CHF | 85'000 | 85'000 | 84'389 | 84'389 | 21'467 CHF | 22'311 CHF | 99.58% | 99.58% |
30.04.2024 | 4.65% | 0.23 CHF | 0.24 CHF | 85'000 | 85'000 | 83'214 | 83'214 | 17'691 CHF | 18'524 CHF | 99.35% | 99.35% |