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 | 4.81% | 0.62 CHF | 0.65 CHF | 54'910 | 20'000 | 55'138 | 20'000 | 34'582 CHF | 13'162 CHF | 75.75% | 75.75% |
15.05.2024 | 5.36% | 0.60 CHF | 0.64 CHF | 30'000 | 10'000 | 56'357 | 19'813 | 31'822 CHF | 11'801 CHF | 65.88% | 65.88% |
14.05.2024 | 5.83% | 0.54 CHF | 0.57 CHF | 59'215 | 20'000 | 59'983 | 20'000 | 30'823 CHF | 10'898 CHF | 87.69% | 87.69% |
13.05.2024 | 6.16% | 0.50 CHF | 0.53 CHF | 55'860 | 20'000 | 55'491 | 20'000 | 27'560 CHF | 10'567 CHF | 99.90% | 99.90% |
10.05.2024 | 5.57% | 0.56 CHF | 0.59 CHF | 53'886 | 20'000 | 54'098 | 20'000 | 30'152 CHF | 11'787 CHF | 99.27% | 99.27% |
08.05.2024 | 6.19% | 0.48 CHF | 0.52 CHF | 58'204 | 20'000 | 59'140 | 20'000 | 28'339 CHF | 10'198 CHF | 85.56% | 85.56% |
07.05.2024 | 6.06% | 0.49 CHF | 0.52 CHF | 58'599 | 20'000 | 58'798 | 20'000 | 29'010 CHF | 10'487 CHF | 93.42% | 93.42% |
06.05.2024 | 5.12% | 0.48 CHF | 0.51 CHF | 60'333 | 20'000 | 60'773 | 20'000 | 28'860 CHF | 9'999 CHF | 86.12% | 86.12% |
03.05.2024 | 4.79% | 0.44 CHF | 0.46 CHF | 62'802 | 20'000 | 65'567 | 20'000 | 26'787 CHF | 8'594 CHF | 71.33% | 71.33% |
02.05.2024 | 7.27% | 0.27 CHF | 0.29 CHF | 83'918 | 20'000 | 85'518 | 20'000 | 22'691 CHF | 5'709 CHF | 95.38% | 95.38% |