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 | 3.57% | 0.38 CHF | 0.40 CHF | 20'000 | 20'000 | 19'609 | 19'609 | 8'272 CHF | 8'567 CHF | 97.06% | 97.06% |
15.05.2024 | 4.22% | 0.39 CHF | 0.41 CHF | 20'000 | 20'000 | 19'956 | 19'956 | 6'997 CHF | 7'297 CHF | 99.36% | 99.36% |
14.05.2024 | 5.72% | 0.29 CHF | 0.31 CHF | 30'000 | 30'000 | 29'983 | 29'983 | 7'667 CHF | 8'117 CHF | 99.90% | 99.90% |
13.05.2024 | 5.45% | 0.26 CHF | 0.28 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 5'366 CHF | 5'666 CHF | 99.92% | 99.92% |
10.05.2024 | 4.66% | 0.32 CHF | 0.33 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 9'455 CHF | 9'905 CHF | 100.00% | 100.00% |
08.05.2024 | 5.33% | 0.26 CHF | 0.28 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 8'236 CHF | 8'686 CHF | 99.09% | 99.09% |
07.05.2024 | 5.70% | 0.28 CHF | 0.30 CHF | 30'000 | 30'000 | 29'955 | 29'955 | 7'684 CHF | 8'133 CHF | 99.94% | 99.94% |
06.05.2024 | 6.71% | 0.21 CHF | 0.23 CHF | 30'000 | 30'000 | 34'934 | 34'934 | 7'015 CHF | 7'504 CHF | 100.00% | 100.00% |
03.05.2024 | 6.63% | 0.19 CHF | 0.20 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 7'408 CHF | 7'915 CHF | 99.66% | 99.66% |
02.05.2024 | 7.21% | 0.15 CHF | 0.17 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 6'433 CHF | 6'913 CHF | 99.98% | 99.98% |