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 |
---|---|---|---|---|---|---|---|---|---|---|---|
27.05.2024 | 6.60% | 0.48 CHF | 0.51 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 11'059 CHF | 11'813 CHF | 92.77% | 92.77% |
24.05.2024 | 7.15% | 0.43 CHF | 0.46 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 10'143 CHF | 10'895 CHF | 41.79% | 41.79% |
23.05.2024 | 6.42% | 0.42 CHF | 0.45 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 11'390 CHF | 12'145 CHF | 46.41% | 46.41% |
22.05.2024 | 7.10% | 0.39 CHF | 0.42 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 10'259 CHF | 11'014 CHF | 60.23% | 60.23% |
21.05.2024 | 7.85% | 0.42 CHF | 0.45 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 9'225 CHF | 9'975 CHF | 42.33% | 42.33% |
17.05.2024 | 6.18% | 0.32 CHF | 0.34 CHF | 160'000 | 50'000 | 165'329 | 50'000 | 51'837 CHF | 16'687 CHF | 78.02% | 78.02% |
16.05.2024 | 6.19% | 0.32 CHF | 0.34 CHF | 160'000 | 50'000 | 169'442 | 50'000 | 51'754 CHF | 16'265 CHF | 82.03% | 82.03% |
15.05.2024 | 7.57% | 0.26 CHF | 0.28 CHF | 200'000 | 50'000 | 200'332 | 49'347 | 51'152 CHF | 13'598 CHF | 60.62% | 60.62% |
14.05.2024 | 8.94% | 0.25 CHF | 0.27 CHF | 200'000 | 50'000 | 225'649 | 49'080 | 48'628 CHF | 11'616 CHF | 46.59% | 46.59% |
13.05.2024 | 9.04% | 0.22 CHF | 0.24 CHF | 230'000 | 50'000 | 239'353 | 50'000 | 50'351 CHF | 11'524 CHF | 74.51% | 74.51% |