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 | 5.29% | 0.20 CHF | 0.21 CHF | 70'000 | 70'000 | 69'915 | 69'915 | 15'731 CHF | 16'584 CHF | 99.99% | 99.99% |
15.05.2024 | 5.51% | 0.24 CHF | 0.25 CHF | 90'000 | 90'000 | 89'838 | 89'838 | 20'587 CHF | 21'753 CHF | 99.93% | 99.93% |
14.05.2024 | 6.98% | 0.19 CHF | 0.20 CHF | 90'000 | 90'000 | 89'948 | 89'948 | 14'989 CHF | 16'069 CHF | 99.97% | 99.97% |
13.05.2024 | 6.27% | 0.19 CHF | 0.20 CHF | 90'000 | 90'000 | 89'987 | 89'987 | 16'701 CHF | 17'781 CHF | 100.00% | 100.00% |
10.05.2024 | 5.64% | 0.20 CHF | 0.22 CHF | 90'000 | 90'000 | 89'995 | 89'995 | 18'655 CHF | 19'735 CHF | 100.00% | 100.00% |
08.05.2024 | 6.82% | 0.17 CHF | 0.18 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 15'349 CHF | 16'429 CHF | 99.15% | 99.15% |
07.05.2024 | 8.31% | 0.15 CHF | 0.16 CHF | 90'000 | 90'000 | 89'869 | 89'869 | 12'509 CHF | 13'589 CHF | 99.85% | 99.85% |
06.05.2024 | 9.32% | 0.12 CHF | 0.13 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 11'062 CHF | 12'142 CHF | 100.00% | 100.00% |
03.05.2024 | 9.81% | 0.12 CHF | 0.14 CHF | 90'000 | 90'000 | 95'355 | 95'355 | 10'151 CHF | 11'188 CHF | 99.95% | 99.95% |
02.05.2024 | 11.22% | 0.08 CHF | 0.09 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 8'433 CHF | 9'433 CHF | 100.00% | 100.00% |