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 | 5,42% | 0,18 CHF | 0,19 CHF | 280 000 | 100 000 | 280 626 | 100 000 | 50 419 CHF | 18 969 CHF | 87,32% | 87,32% |
15/05/2024 | 5,98% | 0,18 CHF | 0,19 CHF | 280 000 | 100 000 | 297 953 | 99 752 | 49 027 CHF | 17 430 CHF | 97,11% | 97,11% |
14/05/2024 | 5,56% | 0,17 CHF | 0,18 CHF | 300 000 | 100 000 | 289 695 | 100 000 | 50 691 CHF | 18 515 CHF | 98,44% | 98,44% |
13/05/2024 | 5,42% | 0,17 CHF | 0,18 CHF | 300 000 | 100 000 | 280 902 | 100 000 | 50 444 CHF | 18 962 CHF | 96,50% | 96,50% |
10/05/2024 | 5,68% | 0,18 CHF | 0,19 CHF | 280 000 | 100 000 | 295 132 | 100 000 | 50 524 CHF | 18 134 CHF | 98,02% | 98,02% |
08/05/2024 | 6,48% | 0,16 CHF | 0,17 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 44 902 CHF | 15 967 CHF | 99,74% | 99,74% |
07/05/2024 | 7,88% | 0,13 CHF | 0,14 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 36 631 CHF | 13 210 CHF | 90,72% | 90,72% |
06/05/2024 | 7,28% | 0,12 CHF | 0,13 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 39 826 CHF | 14 276 CHF | 97,92% | 97,92% |
03/05/2024 | 7,40% | 0,13 CHF | 0,14 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 39 042 CHF | 14 014 CHF | 97,84% | 97,84% |
02/05/2024 | 7,60% | 0,12 CHF | 0,13 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 38 023 CHF | 13 675 CHF | 95,54% | 95,54% |