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 | 5.84% | 0.16 CHF | 0.17 CHF | 70'000 | 70'000 | 69'897 | 69'897 | 11'664 CHF | 12'364 CHF | 100.00% | 100.00% |
15.05.2024 | 5.41% | 0.17 CHF | 0.18 CHF | 70'000 | 70'000 | 69'874 | 69'874 | 12'621 CHF | 13'321 CHF | 100.00% | 100.00% |
14.05.2024 | 5.33% | 0.18 CHF | 0.19 CHF | 70'000 | 70'000 | 69'961 | 69'961 | 12'783 CHF | 13'483 CHF | 100.00% | 100.00% |
13.05.2024 | 5.54% | 0.18 CHF | 0.19 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 12'300 CHF | 13'000 CHF | 99.45% | 99.45% |
10.05.2024 | 8.11% | 0.16 CHF | 0.17 CHF | 70'000 | 70'000 | 63'677 | 63'677 | 11'372 CHF | 12'051 CHF | 100.00% | 100.00% |
08.05.2024 | 5.17% | 0.19 CHF | 0.20 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 13'193 CHF | 13'893 CHF | 98.93% | 98.93% |
07.05.2024 | 4.48% | 0.23 CHF | 0.24 CHF | 70'000 | 70'000 | 69'881 | 69'881 | 15'300 CHF | 16'000 CHF | 99.96% | 99.96% |
06.05.2024 | 4.32% | 0.23 CHF | 0.24 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 15'847 CHF | 16'547 CHF | 100.00% | 100.00% |
03.05.2024 | 4.35% | 0.23 CHF | 0.24 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 15'754 CHF | 16'454 CHF | 99.99% | 99.99% |
02.05.2024 | 4.49% | 0.22 CHF | 0.23 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 15'246 CHF | 15'946 CHF | 98.51% | 98.51% |