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 | 7.13% | 0.16 CHF | 0.18 CHF | 144'344 | 25'000 | 145'172 | 25'000 | 30'580 CHF | 5'645 CHF | 99.25% | 99.25% |
15.05.2024 | 7.49% | 0.20 CHF | 0.22 CHF | 145'140 | 25'000 | 145'233 | 24'952 | 28'953 CHF | 5'356 CHF | 98.90% | 98.90% |
14.05.2024 | 7.27% | 0.23 CHF | 0.25 CHF | 146'145 | 25'000 | 146'197 | 25'000 | 32'739 CHF | 6'018 CHF | 95.83% | 95.83% |
13.05.2024 | 6.73% | 0.23 CHF | 0.25 CHF | 146'290 | 25'000 | 146'038 | 25'000 | 32'804 CHF | 5'996 CHF | 91.37% | 91.37% |
10.05.2024 | 6.26% | 0.22 CHF | 0.23 CHF | 145'875 | 25'000 | 132'837 | 23'703 | 33'836 CHF | 6'387 CHF | 100.00% | 100.00% |
08.05.2024 | 3.18% | 0.43 CHF | 0.44 CHF | 120'000 | 25'000 | 112'599 | 25'000 | 52'152 CHF | 11'975 CHF | 100.00% | 100.00% |
07.05.2024 | 3.37% | 0.48 CHF | 0.50 CHF | 110'000 | 25'000 | 119'844 | 25'000 | 52'508 CHF | 11'370 CHF | 97.06% | 97.06% |
06.05.2024 | 2.71% | 0.50 CHF | 0.51 CHF | 100'000 | 25'000 | 99'739 | 25'000 | 53'190 CHF | 13'700 CHF | 96.91% | 96.91% |
03.05.2024 | 2.75% | 0.57 CHF | 0.59 CHF | 90'000 | 25'000 | 93'062 | 25'000 | 52'204 CHF | 14'428 CHF | 97.92% | 97.92% |
02.05.2024 | 2.54% | 0.58 CHF | 0.59 CHF | 90'000 | 50'000 | 91'201 | 50'000 | 52'451 CHF | 29'513 CHF | 99.34% | 99.34% |