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 | 6.92% | 0.22 CHF | 0.24 CHF | 126'315 | 20'000 | 123'837 | 20'000 | 28'797 CHF | 4'986 CHF | 99.28% | 99.28% |
15.05.2024 | 8.12% | 0.22 CHF | 0.24 CHF | 126'927 | 20'000 | 133'899 | 19'809 | 27'720 CHF | 4'451 CHF | 98.76% | 98.76% |
14.05.2024 | 8.57% | 0.23 CHF | 0.25 CHF | 127'965 | 20'000 | 136'437 | 20'000 | 28'473 CHF | 4'555 CHF | 99.99% | 99.99% |
13.05.2024 | 7.80% | 0.21 CHF | 0.22 CHF | 137'103 | 20'000 | 131'765 | 20'000 | 28'665 CHF | 4'707 CHF | 100.00% | 100.00% |
10.05.2024 | 7.59% | 0.22 CHF | 0.24 CHF | 133'837 | 20'000 | 131'021 | 20'000 | 29'186 CHF | 4'808 CHF | 100.00% | 100.00% |
08.05.2024 | 8.28% | 0.21 CHF | 0.23 CHF | 137'151 | 20'000 | 141'179 | 20'000 | 28'185 CHF | 4'339 CHF | 100.00% | 100.00% |
07.05.2024 | 9.87% | 0.19 CHF | 0.21 CHF | 142'913 | 20'000 | 154'128 | 20'000 | 26'843 CHF | 3'846 CHF | 96.44% | 96.44% |
06.05.2024 | 10.22% | 0.17 CHF | 0.19 CHF | 154'333 | 20'000 | 157'423 | 20'000 | 26'697 CHF | 3'758 CHF | 100.00% | 100.00% |
03.05.2024 | 9.77% | 0.17 CHF | 0.19 CHF | 154'699 | 20'000 | 158'564 | 20'000 | 26'943 CHF | 3'751 CHF | 98.64% | 98.64% |
02.05.2024 | 9.17% | 0.17 CHF | 0.18 CHF | 164'038 | 20'000 | 160'469 | 20'000 | 27'224 CHF | 3'720 CHF | 99.13% | 99.13% |