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 | 8,50% | 0,27 CHF | 0,29 CHF | 70 000 | 70 000 | 69 897 | 69 897 | 19 778 CHF | 21 528 CHF | 100,00% | 100,00% |
15/05/2024 | 11,31% | 0,30 CHF | 0,32 CHF | 70 000 | 70 000 | 69 865 | 69 865 | 14 443 CHF | 16 136 CHF | 100,00% | 100,00% |
14/05/2024 | 14,13% | 0,14 CHF | 0,16 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 11 080 CHF | 12 760 CHF | 99,98% | 99,98% |
13/05/2024 | 12,90% | 0,18 CHF | 0,20 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 12 226 CHF | 13 906 CHF | 99,45% | 99,45% |
10/05/2024 | 10,83% | 0,24 CHF | 0,27 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 14 901 CHF | 16 598 CHF | 100,00% | 100,00% |
08/05/2024 | 11,85% | 0,18 CHF | 0,20 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 13 375 CHF | 15 055 CHF | 98,93% | 98,93% |
07/05/2024 | 12,78% | 0,18 CHF | 0,20 CHF | 70 000 | 70 000 | 69 940 | 69 940 | 12 335 CHF | 14 015 CHF | 99,75% | 99,75% |
06/05/2024 | 13,42% | 0,17 CHF | 0,19 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 11 706 CHF | 13 386 CHF | 100,00% | 100,00% |
03/05/2024 | 15,10% | 0,18 CHF | 0,20 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 10 412 CHF | 12 092 CHF | 99,92% | 99,92% |
02/05/2024 | 13,62% | 0,13 CHF | 0,15 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 11 585 CHF | 13 256 CHF | 98,49% | 98,49% |