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 | 6.96% | 0.39 CHF | 0.42 CHF | 60'000 | 60'000 | 59'927 | 59'927 | 25'018 CHF | 26'818 CHF | 100.00% | 100.00% |
15.05.2024 | 8.57% | 0.36 CHF | 0.39 CHF | 60'000 | 60'000 | 59'891 | 59'891 | 20'160 CHF | 21'960 CHF | 100.00% | 100.00% |
14.05.2024 | 8.77% | 0.34 CHF | 0.37 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 19'653 CHF | 21'453 CHF | 99.81% | 99.81% |
13.05.2024 | 9.65% | 0.31 CHF | 0.34 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 17'756 CHF | 19'556 CHF | 100.00% | 100.00% |
10.05.2024 | 7.84% | 0.35 CHF | 0.38 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 22'084 CHF | 23'884 CHF | 100.00% | 100.00% |
08.05.2024 | 7.06% | 0.41 CHF | 0.44 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 24'658 CHF | 26'458 CHF | 99.65% | 99.65% |
07.05.2024 | 5.03% | 0.55 CHF | 0.58 CHF | 60'000 | 60'000 | 59'962 | 59'962 | 35'048 CHF | 36'848 CHF | 98.43% | 98.43% |
06.05.2024 | 4.98% | 0.62 CHF | 0.65 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 35'293 CHF | 37'093 CHF | 100.00% | 100.00% |
03.05.2024 | 6.52% | 0.48 CHF | 0.51 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 26'721 CHF | 28'521 CHF | 99.89% | 99.89% |
02.05.2024 | 6.12% | 0.45 CHF | 0.48 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 28'546 CHF | 30'346 CHF | 99.65% | 99.65% |