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 | 3.13% | 0.56 CHF | 0.57 CHF | 90'000 | 7'500 | 99'940 | 7'500 | 52'384 CHF | 4'058 CHF | 96.82% | 96.82% |
15.05.2024 | 3.57% | 0.51 CHF | 0.53 CHF | 100'000 | 7'500 | 112'698 | 7'423 | 52'234 CHF | 3'572 CHF | 97.78% | 97.78% |
14.05.2024 | 3.23% | 0.48 CHF | 0.50 CHF | 110'000 | 7'500 | 104'757 | 7'500 | 51'873 CHF | 3'843 CHF | 99.16% | 99.16% |
13.05.2024 | 4.98% | 0.54 CHF | 0.56 CHF | 3'750 | 3'750 | 3'750 | 3'750 | 1'936 CHF | 2'035 CHF | 98.42% | 98.42% |
10.05.2024 | 4.98% | 0.61 CHF | 0.63 CHF | 3'750 | 3'750 | 3'750 | 3'750 | 1'941 CHF | 2'039 CHF | 99.41% | 99.41% |
08.05.2024 | 5.96% | 0.41 CHF | 0.43 CHF | 3'750 | 3'750 | 3'750 | 3'750 | 1'506 CHF | 1'598 CHF | 98.08% | 98.08% |
07.05.2024 | 7.84% | 0.24 CHF | 0.26 CHF | 3'750 | 3'750 | 4'550 | 3'766 | 1'382 CHF | 1'269 CHF | 85.88% | 85.88% |
06.05.2024 | 7.10% | 0.36 CHF | 0.39 CHF | 3'750 | 3'750 | 3'750 | 3'750 | 1'335 CHF | 1'433 CHF | 100.00% | 100.00% |
03.05.2024 | 6.79% | 0.37 CHF | 0.40 CHF | 3'750 | 3'750 | 3'750 | 3'750 | 1'362 CHF | 1'457 CHF | 98.09% | 98.09% |
02.05.2024 | 6.78% | 0.35 CHF | 0.37 CHF | 3'750 | 3'750 | 3'750 | 3'750 | 1'379 CHF | 1'476 CHF | 99.13% | 99.13% |