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 | 18.65% | 0.13 CHF | 0.16 CHF | 240'838 | 25'000 | 240'758 | 25'000 | 30'892 CHF | 3'868 CHF | 87.69% | 87.69% |
15.05.2024 | 20.61% | 0.13 CHF | 0.16 CHF | 243'283 | 25'000 | 246'784 | 24'950 | 30'350 CHF | 3'773 CHF | 98.95% | 98.95% |
14.05.2024 | 21.47% | 0.13 CHF | 0.15 CHF | 242'694 | 25'000 | 257'562 | 25'000 | 29'973 CHF | 3'611 CHF | 99.68% | 99.68% |
13.05.2024 | 18.95% | 0.12 CHF | 0.14 CHF | 259'767 | 25'000 | 248'701 | 25'000 | 31'081 CHF | 3'778 CHF | 99.55% | 99.55% |
10.05.2024 | 22.20% | 0.12 CHF | 0.15 CHF | 251'158 | 25'000 | 258'117 | 25'000 | 30'981 CHF | 3'750 CHF | 100.00% | 100.00% |
08.05.2024 | 24.41% | 0.12 CHF | 0.15 CHF | 252'768 | 25'000 | 284'433 | 25'000 | 29'863 CHF | 3'364 CHF | 100.00% | 100.00% |
07.05.2024 | 26.07% | 0.10 CHF | 0.13 CHF | 298'305 | 25'000 | 297'387 | 25'000 | 29'739 CHF | 3'250 CHF | 20.31% | 20.31% |
06.05.2024 | 20.19% | 0.09 CHF | 0.11 CHF | 325'090 | 25'000 | 316'111 | 25'000 | 28'558 CHF | 2'767 CHF | 41.91% | 41.91% |
03.05.2024 | 27.36% | 0.09 CHF | 0.11 CHF | 331'261 | 25'000 | 331'829 | 25'000 | 27'754 CHF | 2'750 CHF | 98.64% | 98.64% |
02.05.2024 | 31.77% | 0.07 CHF | 0.10 CHF | 361'681 | 25'000 | 378'816 | 25'000 | 27'365 CHF | 2'488 CHF | 99.13% | 99.13% |