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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 13.29% | 0.23 CHF | 0.26 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 6'010 CHF | 6'866 CHF | 99.04% | 99.04% |
16.05.2024 | 11.43% | 0.24 CHF | 0.27 CHF | 25'000 | 25'000 | 45'833 | 30'863 | 11'856 CHF | 8'756 CHF | 63.18% | 63.18% |
15.05.2024 | 8.67% | 0.26 CHF | 0.29 CHF | 113'637 | 50'000 | 113'099 | 49'567 | 30'156 CHF | 14'408 CHF | 92.61% | 92.61% |
14.05.2024 | 8.83% | 0.26 CHF | 0.29 CHF | 114'261 | 50'000 | 117'958 | 50'000 | 28'513 CHF | 13'219 CHF | 87.59% | 87.59% |
13.05.2024 | 9.66% | 0.21 CHF | 0.23 CHF | 124'035 | 50'000 | 122'106 | 50'000 | 26'838 CHF | 12'107 CHF | 94.19% | 94.19% |
10.05.2024 | 6.10% | 0.22 CHF | 0.24 CHF | 123'766 | 50'000 | 125'332 | 50'000 | 26'276 CHF | 11'146 CHF | 95.65% | 95.65% |
08.05.2024 | 7.30% | 0.21 CHF | 0.23 CHF | 124'427 | 50'000 | 136'024 | 50'000 | 23'682 CHF | 9'422 CHF | 98.35% | 98.35% |
07.05.2024 | 9.88% | 0.14 CHF | 0.15 CHF | 146'451 | 50'000 | 150'748 | 50'000 | 19'985 CHF | 7'319 CHF | 98.89% | 98.89% |
06.05.2024 | 9.96% | 0.12 CHF | 0.13 CHF | 156'286 | 50'000 | 160'089 | 49'861 | 19'155 CHF | 6'602 CHF | 95.70% | 95.70% |
03.05.2024 | 15.80% | 0.12 CHF | 0.14 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 3'063 CHF | 3'588 CHF | 96.72% | 96.72% |