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 | 16.34% | 0.41 CHF | 0.45 CHF | 130'000 | 30'000 | 126'987 | 11'360 | 51'108 CHF | 5'524 CHF | 98.88% | 98.88% |
15.05.2024 | 14.86% | 0.43 CHF | 0.47 CHF | 120'000 | 30'000 | 116'566 | 11'094 | 52'076 CHF | 5'579 CHF | 95.92% | 95.92% |
14.05.2024 | 14.03% | 0.51 CHF | 0.55 CHF | 100'000 | 30'000 | 108'541 | 10'056 | 52'709 CHF | 5'568 CHF | 91.23% | 91.23% |
13.05.2024 | 12.38% | 0.50 CHF | 0.54 CHF | 100'000 | 30'000 | 98'178 | 10'695 | 53'341 CHF | 6'353 CHF | 96.86% | 96.86% |
10.05.2024 | 11.84% | 0.59 CHF | 0.63 CHF | 90'000 | 30'000 | 90'002 | 11'111 | 51'075 CHF | 6'993 CHF | 98.68% | 98.68% |
08.05.2024 | 9.32% | 0.71 CHF | 0.75 CHF | 80'000 | 30'000 | 70'592 | 11'299 | 51'236 CHF | 8'834 CHF | 99.99% | 99.99% |
07.05.2024 | 11.16% | 0.60 CHF | 0.64 CHF | 90'000 | 30'000 | 86'855 | 11'300 | 53'030 CHF | 8'190 CHF | 100.00% | 100.00% |
06.05.2024 | 9.74% | 0.64 CHF | 0.68 CHF | 80'000 | 30'000 | 77'878 | 10'859 | 54'286 CHF | 8'077 CHF | 97.69% | 97.69% |
03.05.2024 | 9.20% | 0.78 CHF | 0.84 CHF | 6'000 | 6'000 | 51'531 | 5'408 | 44'465 CHF | 5'081 CHF | 77.08% | 77.08% |
02.05.2024 | 7.74% | 1.01 CHF | 1.05 CHF | 50'000 | 30'000 | 59'849 | 8'020 | 57'007 CHF | 8'244 CHF | 84.55% | 84.55% |