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 | 3.33% | 0.62 CHF | 0.65 CHF | 80'321 | 20'000 | 80'081 | 20'000 | 50'148 CHF | 12'949 CHF | 63.76% | 63.76% |
15.05.2024 | 3.68% | 0.60 CHF | 0.63 CHF | 81'088 | 10'000 | 84'002 | 19'813 | 48'612 CHF | 11'889 CHF | 65.88% | 65.88% |
14.05.2024 | 3.92% | 0.54 CHF | 0.57 CHF | 86'472 | 20'000 | 88'014 | 20'000 | 47'566 CHF | 11'243 CHF | 88.41% | 88.41% |
13.05.2024 | 4.03% | 0.52 CHF | 0.54 CHF | 88'008 | 20'000 | 88'888 | 20'000 | 46'158 CHF | 10'814 CHF | 100.00% | 100.00% |
10.05.2024 | 3.76% | 0.55 CHF | 0.57 CHF | 85'042 | 20'000 | 85'063 | 20'000 | 46'218 CHF | 11'285 CHF | 99.27% | 99.27% |
08.05.2024 | 4.21% | 0.49 CHF | 0.51 CHF | 90'474 | 20'000 | 91'364 | 20'000 | 44'725 CHF | 10'213 CHF | 85.56% | 85.56% |
07.05.2024 | 4.14% | 0.49 CHF | 0.51 CHF | 91'118 | 20'000 | 90'134 | 20'000 | 44'765 CHF | 10'354 CHF | 93.15% | 93.15% |
06.05.2024 | 4.19% | 0.49 CHF | 0.51 CHF | 91'888 | 20'000 | 91'724 | 20'000 | 45'421 CHF | 10'328 CHF | 86.12% | 86.12% |
03.05.2024 | 4.33% | 0.47 CHF | 0.49 CHF | 94'730 | 20'000 | 97'656 | 20'000 | 44'128 CHF | 9'451 CHF | 71.32% | 71.32% |
02.05.2024 | 5.59% | 0.36 CHF | 0.38 CHF | 117'034 | 20'000 | 118'030 | 20'000 | 41'033 CHF | 7'354 CHF | 95.38% | 95.38% |