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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24.05.2024 | 7.69% | 0.12 CHF | 0.13 CHF | 185'591 | 20'000 | 181'322 | 20'000 | 22'709 CHF | 2'708 CHF | 82.13% | 82.13% |
23.05.2024 | 5.58% | 0.17 CHF | 0.18 CHF | 145'364 | 20'000 | 144'915 | 20'000 | 25'273 CHF | 3'691 CHF | 99.48% | 99.48% |
22.05.2024 | 6.29% | 0.19 CHF | 0.20 CHF | 141'534 | 20'000 | 161'261 | 20'000 | 24'931 CHF | 3'314 CHF | 96.90% | 96.90% |
21.05.2024 | 5.92% | 0.15 CHF | 0.15 CHF | 30'000 | 10'000 | 154'202 | 9'989 | 25'326 CHF | 1'745 CHF | 93.69% | 94.40% |
17.05.2024 | 4.11% | 0.22 CHF | 0.23 CHF | 132'317 | 10'000 | 126'370 | 10'000 | 30'156 CHF | 2'489 CHF | 91.47% | 91.47% |
16.05.2024 | 3.18% | 0.30 CHF | 0.31 CHF | 109'402 | 10'000 | 109'537 | 10'000 | 33'997 CHF | 3'213 CHF | 99.31% | 99.31% |
15.05.2024 | 4.23% | 0.28 CHF | 0.29 CHF | 119'511 | 20'000 | 129'748 | 19'747 | 30'647 CHF | 4'892 CHF | 90.14% | 90.14% |
14.05.2024 | 4.94% | 0.20 CHF | 0.21 CHF | 143'770 | 20'000 | 146'083 | 20'000 | 28'863 CHF | 4'156 CHF | 99.86% | 99.86% |
13.05.2024 | 5.34% | 0.20 CHF | 0.21 CHF | 147'320 | 10'000 | 152'607 | 10'000 | 29'317 CHF | 2'028 CHF | 100.00% | 100.00% |
10.05.2024 | 4.86% | 0.18 CHF | 0.19 CHF | 160'754 | 10'000 | 148'024 | 10'000 | 30'975 CHF | 2'199 CHF | 92.17% | 92.17% |