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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.05.2024 | 15.84% | 0.18 CHF | 0.21 CHF | 99'397 | 25'000 | 98'678 | 25'000 | 16'313 CHF | 4'838 CHF | 100.00% | 100.00% |
10.05.2024 | 14.58% | 0.17 CHF | 0.19 CHF | 98'809 | 25'000 | 98'949 | 25'000 | 16'978 CHF | 4'964 CHF | 100.00% | 100.00% |
08.05.2024 | 11.69% | 0.17 CHF | 0.20 CHF | 99'177 | 25'000 | 100'813 | 25'000 | 21'956 CHF | 6'109 CHF | 100.00% | 100.00% |
07.05.2024 | 11.40% | 0.22 CHF | 0.25 CHF | 100'793 | 25'000 | 101'019 | 25'000 | 23'093 CHF | 6'404 CHF | 20.31% | 20.31% |
06.05.2024 | 9.78% | 0.28 CHF | 0.31 CHF | 103'018 | 25'000 | 102'457 | 25'000 | 27'776 CHF | 7'474 CHF | 41.88% | 41.88% |
03.05.2024 | 8.83% | 0.29 CHF | 0.32 CHF | 103'088 | 25'000 | 103'570 | 25'000 | 30'709 CHF | 8'097 CHF | 98.63% | 98.63% |
02.05.2024 | 7.98% | 0.33 CHF | 0.36 CHF | 105'708 | 25'000 | 105'835 | 25'000 | 35'429 CHF | 9'064 CHF | 98.40% | 98.40% |
30.04.2024 | 7.45% | 0.34 CHF | 0.36 CHF | 106'272 | 25'000 | 105'696 | 25'000 | 35'120 CHF | 8'949 CHF | 99.77% | 99.77% |
29.04.2024 | 7.25% | 0.33 CHF | 0.36 CHF | 105'648 | 25'000 | 105'328 | 25'000 | 34'396 CHF | 8'777 CHF | 100.00% | 100.00% |
26.04.2024 | 4.55% | 0.34 CHF | 0.37 CHF | 106'348 | 25'000 | 105'940 | 25'000 | 36'410 CHF | 8'994 CHF | 83.98% | 83.98% |