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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.05.2024 | 5.83% | 0.15 CHF | 0.16 CHF | 90'000 | 90'000 | 87'655 | 87'655 | 14'742 CHF | 15'619 CHF | 100.00% | 100.00% |
21.05.2024 | 4.39% | 0.23 CHF | 0.24 CHF | 80'000 | 80'000 | 83'333 | 83'333 | 18'593 CHF | 19'427 CHF | 100.00% | 100.00% |
17.05.2024 | 5.01% | 0.21 CHF | 0.22 CHF | 100'000 | 100'000 | 99'387 | 99'387 | 19'384 CHF | 20'378 CHF | 99.56% | 99.56% |
16.05.2024 | 5.47% | 0.19 CHF | 0.20 CHF | 100'000 | 100'000 | 99'237 | 99'237 | 17'763 CHF | 18'757 CHF | 100.00% | 100.00% |
15.05.2024 | 4.93% | 0.18 CHF | 0.19 CHF | 100'000 | 100'000 | 99'212 | 99'212 | 19'785 CHF | 20'779 CHF | 99.99% | 99.99% |
14.05.2024 | 6.55% | 0.18 CHF | 0.19 CHF | 120'000 | 120'000 | 119'268 | 119'268 | 17'831 CHF | 19'024 CHF | 99.97% | 99.97% |
13.05.2024 | 7.59% | 0.12 CHF | 0.13 CHF | 120'000 | 120'000 | 119'269 | 119'269 | 15'125 CHF | 16'317 CHF | 100.00% | 100.00% |
10.05.2024 | 7.47% | 0.13 CHF | 0.14 CHF | 150'000 | 150'000 | 149'085 | 149'085 | 19'237 CHF | 20'728 CHF | 100.00% | 100.00% |
08.05.2024 | 10.91% | 0.09 CHF | 0.10 CHF | 140'000 | 140'000 | 139'107 | 139'107 | 12'085 CHF | 13'476 CHF | 99.06% | 99.06% |
07.05.2024 | 8.76% | 0.11 CHF | 0.12 CHF | 150'000 | 150'000 | 149'030 | 149'030 | 16'297 CHF | 17'787 CHF | 100.00% | 100.00% |