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 | 7.04% | 0.23 CHF | 0.25 CHF | 78'773 | 20'000 | 76'933 | 20'000 | 19'129 CHF | 5'338 CHF | 99.28% | 99.28% |
15.05.2024 | 7.67% | 0.23 CHF | 0.25 CHF | 78'638 | 20'000 | 85'944 | 19'858 | 18'769 CHF | 4'691 CHF | 96.35% | 96.35% |
14.05.2024 | 8.14% | 0.24 CHF | 0.26 CHF | 81'070 | 20'000 | 87'834 | 20'000 | 18'493 CHF | 4'581 CHF | 99.99% | 99.99% |
13.05.2024 | 7.65% | 0.21 CHF | 0.22 CHF | 89'130 | 20'000 | 85'796 | 20'000 | 19'217 CHF | 4'840 CHF | 100.00% | 100.00% |
10.05.2024 | 7.94% | 0.23 CHF | 0.24 CHF | 85'969 | 20'000 | 85'547 | 20'000 | 19'656 CHF | 4'977 CHF | 100.00% | 100.00% |
08.05.2024 | 8.60% | 0.21 CHF | 0.23 CHF | 90'868 | 20'000 | 92'960 | 20'000 | 18'543 CHF | 4'350 CHF | 100.00% | 100.00% |
07.05.2024 | 10.52% | 0.19 CHF | 0.21 CHF | 94'661 | 20'000 | 105'052 | 20'000 | 17'052 CHF | 3'611 CHF | 98.93% | 98.93% |
06.05.2024 | 8.72% | 0.16 CHF | 0.17 CHF | 107'414 | 20'000 | 107'996 | 20'000 | 17'040 CHF | 3'446 CHF | 100.00% | 100.00% |
03.05.2024 | 10.40% | 0.16 CHF | 0.18 CHF | 105'628 | 20'000 | 110'307 | 20'000 | 17'128 CHF | 3'456 CHF | 98.63% | 98.63% |
02.05.2024 | 9.79% | 0.16 CHF | 0.17 CHF | 114'518 | 20'000 | 111'518 | 20'000 | 17'891 CHF | 3'540 CHF | 99.12% | 99.12% |