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 | 10.97% | 5.25 CHF | 5.85 CHF | 10'000 | 6'000 | 11'426 | 6'000 | 58'846 CHF | 34'659 CHF | 77.55% | 77.55% |
15.05.2024 | 9.64% | 4.53 CHF | 4.73 CHF | 30'000 | 30'000 | 22'171 | 11'210 | 81'291 CHF | 46'831 CHF | 99.62% | 99.62% |
14.05.2024 | 11.98% | 3.22 CHF | 3.42 CHF | 50'000 | 50'000 | 26'500 | 18'667 | 76'094 CHF | 59'792 CHF | 99.55% | 99.55% |
13.05.2024 | 10.62% | 3.46 CHF | 3.66 CHF | 50'000 | 50'000 | 26'517 | 18'689 | 85'579 CHF | 66'234 CHF | 99.59% | 99.59% |
10.05.2024 | 9.58% | 3.18 CHF | 3.38 CHF | 50'000 | 50'000 | 26'932 | 19'243 | 95'089 CHF | 73'514 CHF | 90.82% | 90.82% |
08.05.2024 | 13.94% | 3.48 CHF | 3.78 CHF | 30'000 | 30'000 | 22'171 | 11'211 | 80'025 CHF | 46'102 CHF | 99.63% | 99.63% |
07.05.2024 | 12.81% | 4.49 CHF | 4.79 CHF | 30'000 | 30'000 | 22'171 | 11'211 | 87'974 CHF | 50'494 CHF | 99.63% | 99.63% |
06.05.2024 | 9.15% | 4.16 CHF | 4.36 CHF | 50'000 | 50'000 | 26'597 | 18'796 | 102'043 CHF | 78'740 CHF | 98.40% | 98.40% |
03.05.2024 | 10.38% | 2.69 CHF | 2.84 CHF | 50'000 | 50'000 | 32'320 | 18'614 | 81'624 CHF | 53'085 CHF | 99.41% | 99.41% |
02.05.2024 | 11.19% | 2.22 CHF | 2.37 CHF | 50'000 | 50'000 | 34'327 | 18'654 | 76'118 CHF | 44'321 CHF | 99.40% | 99.40% |