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 | 3.96% | 0.45 CHF | 0.47 CHF | 22'500 | 7'500 | 22'235 | 7'500 | 9'243 CHF | 3'243 CHF | 98.89% | 98.89% |
15.05.2024 | 4.00% | 0.41 CHF | 0.42 CHF | 22'500 | 7'500 | 22'271 | 7'424 | 8'916 CHF | 3'092 CHF | 98.95% | 98.95% |
14.05.2024 | 3.69% | 0.42 CHF | 0.43 CHF | 22'500 | 7'500 | 22'500 | 7'500 | 9'483 CHF | 3'280 CHF | 100.00% | 100.00% |
13.05.2024 | 6.12% | 0.44 CHF | 0.47 CHF | 3'750 | 3'750 | 3'750 | 3'750 | 1'583 CHF | 1'683 CHF | 100.00% | 100.00% |
10.05.2024 | 6.22% | 0.45 CHF | 0.48 CHF | 3'750 | 3'750 | 3'750 | 3'750 | 1'531 CHF | 1'629 CHF | 96.03% | 100.00% |
08.05.2024 | 7.01% | 0.36 CHF | 0.38 CHF | 3'750 | 3'750 | 3'750 | 3'750 | 1'329 CHF | 1'426 CHF | 92.73% | 98.08% |
07.05.2024 | 7.55% | 0.29 CHF | 0.31 CHF | 3'750 | 3'750 | 3'829 | 3'766 | 1'211 CHF | 1'285 CHF | 85.85% | 85.85% |
06.05.2024 | 7.80% | 0.33 CHF | 0.35 CHF | 3'750 | 3'750 | 3'750 | 3'750 | 1'205 CHF | 1'302 CHF | 100.00% | 100.00% |
03.05.2024 | 7.59% | 0.33 CHF | 0.35 CHF | 3'750 | 3'750 | 3'750 | 3'750 | 1'218 CHF | 1'313 CHF | 98.04% | 98.04% |
02.05.2024 | 7.96% | 0.31 CHF | 0.34 CHF | 3'750 | 3'750 | 3'750 | 3'750 | 1'216 CHF | 1'317 CHF | 99.13% | 99.13% |