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 | 4.91% | 0.21 CHF | 0.22 CHF | 40'000 | 40'000 | 39'940 | 39'940 | 7'957 CHF | 8'357 CHF | 100.00% | 100.00% |
15.05.2024 | 5.43% | 0.19 CHF | 0.20 CHF | 40'000 | 40'000 | 39'928 | 39'928 | 7'180 CHF | 7'580 CHF | 100.00% | 100.00% |
14.05.2024 | 5.05% | 0.19 CHF | 0.20 CHF | 40'000 | 40'000 | 39'978 | 39'978 | 7'740 CHF | 8'140 CHF | 99.99% | 99.99% |
13.05.2024 | 4.78% | 0.22 CHF | 0.23 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 8'177 CHF | 8'577 CHF | 99.83% | 99.83% |
10.05.2024 | 7.72% | 0.24 CHF | 0.25 CHF | 40'000 | 40'000 | 36'387 | 36'387 | 7'386 CHF | 7'774 CHF | 100.00% | 100.00% |
08.05.2024 | 6.20% | 0.16 CHF | 0.17 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 6'266 CHF | 6'666 CHF | 98.93% | 98.93% |
07.05.2024 | 7.64% | 0.11 CHF | 0.12 CHF | 40'000 | 40'000 | 39'932 | 39'932 | 5'078 CHF | 5'478 CHF | 99.96% | 99.96% |
06.05.2024 | 6.36% | 0.16 CHF | 0.17 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 6'104 CHF | 6'504 CHF | 100.00% | 100.00% |
03.05.2024 | 6.34% | 0.16 CHF | 0.17 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 6'118 CHF | 6'518 CHF | 99.97% | 99.97% |
02.05.2024 | 6.06% | 0.14 CHF | 0.15 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 6'412 CHF | 6'812 CHF | 98.52% | 98.52% |