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 | 8.50% | 0.27 CHF | 0.29 CHF | 70'000 | 70'000 | 69'897 | 69'897 | 19'778 CHF | 21'528 CHF | 100.00% | 100.00% |
15.05.2024 | 11.31% | 0.30 CHF | 0.32 CHF | 70'000 | 70'000 | 69'865 | 69'865 | 14'443 CHF | 16'136 CHF | 100.00% | 100.00% |
14.05.2024 | 14.13% | 0.14 CHF | 0.16 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 11'080 CHF | 12'760 CHF | 99.98% | 99.98% |
13.05.2024 | 12.90% | 0.18 CHF | 0.20 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 12'226 CHF | 13'906 CHF | 99.45% | 99.45% |
10.05.2024 | 10.83% | 0.24 CHF | 0.27 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 14'901 CHF | 16'598 CHF | 100.00% | 100.00% |
08.05.2024 | 11.85% | 0.18 CHF | 0.20 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 13'375 CHF | 15'055 CHF | 98.93% | 98.93% |
07.05.2024 | 12.78% | 0.18 CHF | 0.20 CHF | 70'000 | 70'000 | 69'940 | 69'940 | 12'335 CHF | 14'015 CHF | 99.75% | 99.75% |
06.05.2024 | 13.42% | 0.17 CHF | 0.19 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 11'706 CHF | 13'386 CHF | 100.00% | 100.00% |
03.05.2024 | 15.10% | 0.18 CHF | 0.20 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 10'412 CHF | 12'092 CHF | 99.92% | 99.92% |
02.05.2024 | 13.62% | 0.13 CHF | 0.15 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 11'585 CHF | 13'256 CHF | 98.49% | 98.49% |