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 | 10.66% | 0.14 CHF | 0.16 CHF | 199'526 | 20'000 | 197'868 | 20'000 | 29'002 CHF | 3'262 CHF | 99.32% | 99.32% |
15.05.2024 | 13.02% | 0.14 CHF | 0.16 CHF | 207'719 | 20'000 | 216'880 | 19'809 | 27'400 CHF | 2'854 CHF | 98.76% | 98.76% |
14.05.2024 | 12.34% | 0.15 CHF | 0.16 CHF | 202'613 | 20'000 | 217'585 | 20'000 | 29'236 CHF | 3'045 CHF | 99.99% | 99.99% |
13.05.2024 | 12.30% | 0.13 CHF | 0.15 CHF | 214'793 | 20'000 | 206'938 | 20'000 | 28'774 CHF | 3'146 CHF | 100.00% | 100.00% |
10.05.2024 | 13.03% | 0.14 CHF | 0.16 CHF | 211'790 | 20'000 | 202'660 | 20'000 | 28'670 CHF | 3'223 CHF | 100.00% | 100.00% |
08.05.2024 | 12.70% | 0.13 CHF | 0.15 CHF | 226'040 | 20'000 | 226'611 | 20'000 | 29'081 CHF | 2'915 CHF | 100.00% | 100.00% |
07.05.2024 | 15.36% | 0.12 CHF | 0.14 CHF | 227'244 | 20'000 | 244'353 | 20'000 | 27'352 CHF | 2'611 CHF | 96.44% | 96.44% |
06.05.2024 | 16.20% | 0.11 CHF | 0.13 CHF | 253'293 | 20'000 | 253'428 | 20'000 | 27'592 CHF | 2'562 CHF | 100.00% | 100.00% |
03.05.2024 | 13.79% | 0.11 CHF | 0.13 CHF | 243'299 | 20'000 | 250'224 | 20'000 | 27'505 CHF | 2'527 CHF | 98.63% | 98.63% |
02.05.2024 | 13.99% | 0.11 CHF | 0.13 CHF | 249'947 | 20'000 | 248'266 | 20'000 | 28'264 CHF | 2'618 CHF | 99.12% | 99.12% |