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 | 8.12% | 0.23 CHF | 0.25 CHF | 81'349 | 50'000 | 81'537 | 50'000 | 19'688 CHF | 13'108 CHF | 90.98% | 90.98% |
15.05.2024 | 7.98% | 0.21 CHF | 0.23 CHF | 87'503 | 50'000 | 91'246 | 50'000 | 17'596 CHF | 10'530 CHF | 58.09% | 58.09% |
14.05.2024 | 6.42% | 0.17 CHF | 0.18 CHF | 96'010 | 50'000 | 100'826 | 49'377 | 15'923 CHF | 8'339 CHF | 99.89% | 99.89% |
13.05.2024 | 8.54% | 0.13 CHF | 0.14 CHF | 111'626 | 50'000 | 123'166 | 50'000 | 14'662 CHF | 6'507 CHF | 98.97% | 98.97% |
10.05.2024 | 7.36% | 0.14 CHF | 0.16 CHF | 111'932 | 50'000 | 114'042 | 50'000 | 15'580 CHF | 7'359 CHF | 99.44% | 99.44% |
08.05.2024 | 6.43% | 0.15 CHF | 0.16 CHF | 111'906 | 50'000 | 107'117 | 50'000 | 17'253 CHF | 8'631 CHF | 100.00% | 100.00% |
07.05.2024 | 6.99% | 0.14 CHF | 0.15 CHF | 120'216 | 50'000 | 111'414 | 50'000 | 17'503 CHF | 8'447 CHF | 94.95% | 94.95% |
06.05.2024 | 6.15% | 0.18 CHF | 0.19 CHF | 107'154 | 50'000 | 101'480 | 50'000 | 19'077 CHF | 10'023 CHF | 100.00% | 100.00% |
03.05.2024 | 4.61% | 0.19 CHF | 0.20 CHF | 100'199 | 50'000 | 92'477 | 50'000 | 21'090 CHF | 11'957 CHF | 98.63% | 98.63% |
02.05.2024 | 5.21% | 0.23 CHF | 0.24 CHF | 92'257 | 50'000 | 93'389 | 50'000 | 20'884 CHF | 11'782 CHF | 99.13% | 99.13% |