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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 8.49% | 0.10 CHF | 0.11 CHF | 90'000 | 90'000 | 90'683 | 90'683 | 10'413 CHF | 11'320 CHF | 100.00% | 100.00% |
16.05.2024 | 5.35% | 0.18 CHF | 0.19 CHF | 94'000 | 94'000 | 92'962 | 92'962 | 17'026 CHF | 17'957 CHF | 100.00% | 100.00% |
15.05.2024 | 4.77% | 0.24 CHF | 0.25 CHF | 94'000 | 94'000 | 93'507 | 93'507 | 19'403 CHF | 20'340 CHF | 100.00% | 100.00% |
14.05.2024 | 4.35% | 0.22 CHF | 0.23 CHF | 94'000 | 94'000 | 94'634 | 94'634 | 21'311 CHF | 22'258 CHF | 100.00% | 100.00% |
13.05.2024 | 4.51% | 0.21 CHF | 0.22 CHF | 94'000 | 94'000 | 94'606 | 94'606 | 20'524 CHF | 21'470 CHF | 100.00% | 100.00% |
10.05.2024 | 5.90% | 0.19 CHF | 0.20 CHF | 94'000 | 94'000 | 93'413 | 93'413 | 15'431 CHF | 16'366 CHF | 100.00% | 100.00% |
08.05.2024 | 4.23% | 0.24 CHF | 0.25 CHF | 96'000 | 96'000 | 95'390 | 95'390 | 22'077 CHF | 23'032 CHF | 99.06% | 99.06% |
07.05.2024 | 4.86% | 0.20 CHF | 0.21 CHF | 94'000 | 94'000 | 93'389 | 93'389 | 18'756 CHF | 19'690 CHF | 100.00% | 100.00% |
06.05.2024 | - | 0.23 CHF | 0.27 CHF | 10'000 | 10'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
03.05.2024 | 3.72% | 0.27 CHF | 0.28 CHF | 96'000 | 96'000 | 95'412 | 95'412 | 25'189 CHF | 26'144 CHF | 99.99% | 99.99% |