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 | 9.48% | 0.19 CHF | 0.20 CHF | 96'000 | 96'000 | 43'010 | 43'010 | 7'661 CHF | 8'267 CHF | 99.99% | 99.99% |
15.05.2024 | 7.49% | 0.18 CHF | 0.19 CHF | 96'000 | 96'000 | 42'908 | 42'908 | 8'720 CHF | 9'325 CHF | 100.00% | 100.00% |
14.05.2024 | 7.36% | 0.24 CHF | 0.25 CHF | 94'000 | 94'000 | 42'458 | 42'458 | 9'705 CHF | 10'305 CHF | 100.00% | 100.00% |
13.05.2024 | 10.31% | 0.17 CHF | 0.18 CHF | 96'000 | 96'000 | 43'114 | 43'114 | 7'085 CHF | 7'691 CHF | 100.00% | 100.00% |
10.05.2024 | 6.09% | 0.18 CHF | 0.19 CHF | 96'000 | 96'000 | 42'846 | 42'846 | 9'648 CHF | 10'205 CHF | 100.00% | 100.00% |
08.05.2024 | 5.81% | 0.24 CHF | 0.25 CHF | 94'000 | 94'000 | 42'066 | 42'066 | 10'434 CHF | 10'985 CHF | 98.39% | 98.39% |
07.05.2024 | 5.67% | 0.26 CHF | 0.27 CHF | 94'000 | 94'000 | 42'448 | 42'448 | 11'422 CHF | 11'976 CHF | 98.78% | 98.78% |
06.05.2024 | 7.43% | 0.22 CHF | 0.23 CHF | 96'000 | 96'000 | 43'262 | 43'262 | 9'521 CHF | 10'129 CHF | 99.09% | 99.09% |
03.05.2024 | 7.46% | 0.18 CHF | 0.19 CHF | 96'000 | 96'000 | 42'909 | 42'909 | 9'145 CHF | 9'733 CHF | 99.96% | 99.96% |
02.05.2024 | 10.32% | 0.17 CHF | 0.18 CHF | 96'000 | 96'000 | 43'080 | 43'080 | 6'954 CHF | 7'560 CHF | 99.99% | 99.99% |