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 | - | 0.88 CHF | - CHF | 270'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
15.05.2024 | 4.17% | 0.83 CHF | 0.73 CHF | 290'000 | 29'000 | 29'000 | 29'000 | 20'419 CHF | 21'289 CHF | 1.30% | 99.28% |
14.05.2024 | 5.02% | 0.64 CHF | 0.67 CHF | 32'000 | 32'000 | 32'000 | 32'000 | 18'663 CHF | 19'623 CHF | 99.79% | 99.79% |
13.05.2024 | 4.96% | 0.59 CHF | 0.62 CHF | 32'000 | 32'000 | 32'000 | 32'000 | 18'774 CHF | 19'729 CHF | 99.23% | 99.23% |
10.05.2024 | 1.91% | 0.54 CHF | 0.55 CHF | 44'000 | 44'000 | 44'000 | 44'000 | 22'903 CHF | 23'343 CHF | 100.00% | 100.00% |
08.05.2024 | 2.98% | 0.35 CHF | 0.36 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 16'557 CHF | 17'057 CHF | 96.89% | 96.89% |
07.05.2024 | 4.14% | 0.28 CHF | 0.29 CHF | 50'000 | 50'000 | 49'977 | 49'977 | 11'910 CHF | 12'410 CHF | 99.46% | 99.46% |
06.05.2024 | 6.09% | 0.15 CHF | 0.16 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 8'027 CHF | 8'527 CHF | 100.00% | 100.00% |
03.05.2024 | 7.60% | 0.12 CHF | 0.13 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 6'370 CHF | 6'870 CHF | 99.91% | 99.91% |
02.05.2024 | 7.73% | 0.10 CHF | 0.11 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 6'288 CHF | 6'788 CHF | 99.55% | 99.55% |