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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23/05/2024 | 13,79% | 0,19 CHF | 0,23 CHF | 270 000 | 25 000 | 235 937 | 25 000 | 50 496 CHF | 6 151 CHF | 99,41% | 99,41% |
22/05/2024 | 13,47% | 0,22 CHF | 0,25 CHF | 230 000 | 25 000 | 238 560 | 25 000 | 50 405 CHF | 6 049 CHF | 97,30% | 97,30% |
21/05/2024 | 15,42% | 0,19 CHF | 0,22 CHF | 270 000 | 25 000 | 277 443 | 25 000 | 50 630 CHF | 5 326 CHF | 100,00% | 100,00% |
17/05/2024 | 14,62% | 0,19 CHF | 0,22 CHF | 270 000 | 25 000 | 265 645 | 25 000 | 51 017 CHF | 5 562 CHF | 100,00% | 100,00% |
16/05/2024 | 15,73% | 0,18 CHF | 0,22 CHF | 280 000 | 25 000 | 267 889 | 25 000 | 51 143 CHF | 5 590 CHF | 99,01% | 99,01% |
15/05/2024 | 15,05% | 0,19 CHF | 0,22 CHF | 270 000 | 25 000 | 272 302 | 24 952 | 50 974 CHF | 5 434 CHF | 98,90% | 98,90% |
14/05/2024 | 12,27% | 0,17 CHF | 0,20 CHF | 300 000 | 25 000 | 323 218 | 25 000 | 51 079 CHF | 4 481 CHF | 100,00% | 100,00% |
13/05/2024 | 13,73% | 0,14 CHF | 0,16 CHF | 360 000 | 25 000 | 378 912 | 25 000 | 50 609 CHF | 3 837 CHF | 100,00% | 100,00% |
10/05/2024 | 12,56% | 0,14 CHF | 0,16 CHF | 360 000 | 50 000 | 358 440 | 50 000 | 50 691 CHF | 8 036 CHF | 95,57% | 95,57% |
08/05/2024 | 15,11% | 0,12 CHF | 0,14 CHF | 420 000 | 25 000 | 415 232 | 25 000 | 50 448 CHF | 3 536 CHF | 98,83% | 98,83% |