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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 3.84% | 0.51 CHF | 0.53 CHF | 60'000 | 60'000 | 59'889 | 59'889 | 24'599 CHF | 25'557 CHF | 99.48% | 99.48% |
14.05.2024 | 6.24% | 0.28 CHF | 0.30 CHF | 90'000 | 90'000 | 89'941 | 89'941 | 21'101 CHF | 22'434 CHF | 99.22% | 99.22% |
13.05.2024 | 10.04% | 0.13 CHF | 0.14 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 11'944 CHF | 13'204 CHF | 100.00% | 100.00% |
10.05.2024 | 9.76% | 0.14 CHF | 0.16 CHF | 90'000 | 90'000 | 90'451 | 90'451 | 12'400 CHF | 13'666 CHF | 99.99% | 99.99% |
08.05.2024 | 10.35% | 0.13 CHF | 0.14 CHF | 90'000 | 90'000 | 91'744 | 91'744 | 11'768 CHF | 13'052 CHF | 99.06% | 99.06% |
07.05.2024 | 11.83% | 0.14 CHF | 0.15 CHF | 90'000 | 90'000 | 98'279 | 98'279 | 11'012 CHF | 12'388 CHF | 99.67% | 99.67% |
06.05.2024 | 13.88% | 0.10 CHF | 0.11 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 9'396 CHF | 10'796 CHF | 100.00% | 100.00% |
03.05.2024 | 11.35% | 0.11 CHF | 0.12 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 11'670 CHF | 13'070 CHF | 100.00% | 100.00% |
02.05.2024 | 15.42% | 0.09 CHF | 0.10 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 8'430 CHF | 9'830 CHF | 100.00% | 100.00% |
30.04.2024 | 16.55% | 0.08 CHF | 0.09 CHF | 100'000 | 100'000 | 99'948 | 99'948 | 7'771 CHF | 9'171 CHF | 100.00% | 100.00% |