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 | 6.26% | 0.41 CHF | 0.43 CHF | 66'809 | 20'000 | 65'962 | 20'000 | 27'993 CHF | 9'038 CHF | 99.28% | 99.28% |
15.05.2024 | 6.65% | 0.41 CHF | 0.44 CHF | 66'699 | 20'000 | 70'571 | 19'858 | 26'969 CHF | 8'120 CHF | 96.35% | 96.35% |
14.05.2024 | 7.43% | 0.41 CHF | 0.44 CHF | 68'840 | 20'000 | 71'091 | 20'000 | 26'485 CHF | 8'033 CHF | 99.99% | 99.99% |
13.05.2024 | 6.88% | 0.37 CHF | 0.39 CHF | 71'812 | 20'000 | 70'464 | 20'000 | 27'203 CHF | 8'273 CHF | 100.00% | 100.00% |
10.05.2024 | 6.44% | 0.39 CHF | 0.42 CHF | 70'507 | 20'000 | 70'412 | 20'000 | 27'789 CHF | 8'421 CHF | 100.00% | 100.00% |
08.05.2024 | 6.46% | 0.37 CHF | 0.40 CHF | 72'583 | 20'000 | 73'705 | 20'000 | 26'246 CHF | 7'603 CHF | 100.00% | 100.00% |
07.05.2024 | 5.00% | 0.34 CHF | 0.36 CHF | 74'450 | 20'000 | 78'792 | 20'000 | 24'268 CHF | 6'479 CHF | 98.92% | 98.92% |
06.05.2024 | 5.19% | 0.30 CHF | 0.32 CHF | 80'088 | 20'000 | 80'256 | 20'000 | 24'007 CHF | 6'302 CHF | 100.00% | 100.00% |
03.05.2024 | 5.77% | 0.30 CHF | 0.32 CHF | 81'130 | 20'000 | 82'285 | 20'000 | 24'081 CHF | 6'209 CHF | 98.64% | 98.64% |
02.05.2024 | 5.61% | 0.29 CHF | 0.31 CHF | 84'829 | 20'000 | 83'543 | 20'000 | 24'819 CHF | 6'285 CHF | 99.12% | 99.12% |