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 | 3,81% | 0,30 CHF | 0,32 CHF | 132 805 | 50 000 | 128 747 | 50 000 | 41 278 CHF | 16 658 CHF | 84,66% | 84,66% |
15/05/2024 | 4,69% | 0,32 CHF | 0,34 CHF | 125 335 | 50 000 | 149 532 | 49 448 | 36 398 CHF | 12 710 CHF | 90,37% | 90,37% |
14/05/2024 | 5,62% | 0,18 CHF | 0,19 CHF | 175 324 | 50 000 | 170 167 | 50 000 | 33 112 CHF | 10 299 CHF | 98,81% | 98,81% |
13/05/2024 | 5,47% | 0,21 CHF | 0,22 CHF | 166 075 | 50 000 | 167 193 | 50 000 | 34 479 CHF | 10 903 CHF | 94,00% | 94,00% |
10/05/2024 | 4,49% | 0,26 CHF | 0,27 CHF | 144 986 | 50 000 | 156 132 | 50 000 | 37 206 CHF | 12 487 CHF | 91,46% | 91,46% |
08/05/2024 | 5,19% | 0,21 CHF | 0,22 CHF | 167 637 | 50 000 | 169 508 | 50 000 | 36 005 CHF | 11 195 CHF | 86,23% | 86,23% |
07/05/2024 | 5,61% | 0,20 CHF | 0,21 CHF | 180 773 | 50 000 | 180 730 | 50 000 | 35 441 CHF | 10 376 CHF | 97,06% | 97,06% |
06/05/2024 | 6,01% | 0,19 CHF | 0,20 CHF | 190 388 | 50 000 | 191 242 | 50 000 | 35 388 CHF | 9 831 CHF | 99,79% | 99,79% |
03/05/2024 | 6,52% | 0,19 CHF | 0,20 CHF | 188 183 | 50 000 | 213 544 | 50 000 | 34 434 CHF | 8 654 CHF | 97,52% | 97,52% |
02/05/2024 | 6,38% | 0,14 CHF | 0,15 CHF | 249 397 | 50 000 | 208 146 | 50 000 | 36 308 CHF | 9 364 CHF | 92,83% | 92,83% |