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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 9.99% | 0.13 CHF | 0.14 CHF | 65'000 | 65'000 | 61'821 | 61'821 | 6'008 CHF | 6'628 CHF | 100.00% | 100.00% |
14.05.2024 | 10.15% | 0.07 CHF | 0.08 CHF | 60'000 | 60'000 | 62'586 | 62'586 | 5'939 CHF | 6'565 CHF | 100.00% | 100.00% |
13.05.2024 | 7.35% | 0.12 CHF | 0.13 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 8'545 CHF | 9'195 CHF | 100.00% | 100.00% |
10.05.2024 | 6.65% | 0.15 CHF | 0.16 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 9'446 CHF | 10'096 CHF | 100.00% | 100.00% |
08.05.2024 | 6.73% | 0.16 CHF | 0.17 CHF | 65'000 | 65'000 | 64'990 | 64'990 | 9'364 CHF | 10'014 CHF | 99.08% | 99.08% |
07.05.2024 | 6.81% | 0.13 CHF | 0.14 CHF | 65'000 | 65'000 | 64'949 | 64'949 | 9'278 CHF | 9'928 CHF | 99.91% | 99.91% |
06.05.2024 | 6.13% | 0.15 CHF | 0.16 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 10'311 CHF | 10'961 CHF | 100.00% | 100.00% |
03.05.2024 | 5.77% | 0.19 CHF | 0.20 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 11'000 CHF | 11'650 CHF | 99.97% | 99.97% |
02.05.2024 | 5.01% | 0.18 CHF | 0.19 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 12'830 CHF | 13'480 CHF | 99.99% | 99.99% |
30.04.2024 | 2.61% | 0.38 CHF | 0.39 CHF | 70'000 | 70'000 | 69'958 | 69'958 | 26'522 CHF | 27'222 CHF | 100.00% | 100.00% |