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 | 6.88% | 0.37 CHF | 0.40 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 13'740 CHF | 14'719 CHF | 97.72% | 97.72% |
15.05.2024 | 8.24% | 0.34 CHF | 0.37 CHF | 37'500 | 37'500 | 37'126 | 37'126 | 12'411 CHF | 13'472 CHF | 98.90% | 98.90% |
14.05.2024 | 7.39% | 0.34 CHF | 0.37 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 12'679 CHF | 13'650 CHF | 100.00% | 100.00% |
13.05.2024 | 7.72% | 0.35 CHF | 0.38 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 12'716 CHF | 13'736 CHF | 100.00% | 100.00% |
10.05.2024 | 6.66% | 0.35 CHF | 0.38 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 13'677 CHF | 14'619 CHF | 96.53% | 96.53% |
08.05.2024 | 6.58% | 0.37 CHF | 0.40 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 13'795 CHF | 14'736 CHF | 95.41% | 95.41% |
07.05.2024 | 7.08% | 0.37 CHF | 0.40 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 13'490 CHF | 14'479 CHF | 97.06% | 97.06% |
06.05.2024 | 7.11% | 0.33 CHF | 0.36 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 13'576 CHF | 14'577 CHF | 100.00% | 100.00% |
03.05.2024 | 7.23% | 0.36 CHF | 0.39 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 13'350 CHF | 14'350 CHF | 94.71% | 94.71% |
02.05.2024 | 7.27% | 0.34 CHF | 0.37 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 13'178 CHF | 14'172 CHF | 99.40% | 99.40% |