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 | 6.76% | 14.25 % | 15.25 % | 150'000 | 1'000 | 149'989 | 1'000 | 21'426 CHF | 153 CHF | 100.00% | 100.00% |
15.05.2024 | 6.75% | 14.37 % | 15.37 % | 150'000 | 1'000 | 149'992 | 1'000 | 21'475 CHF | 153 CHF | 100.00% | 100.00% |
14.05.2024 | 6.84% | 14.21 % | 15.21 % | 150'000 | 1'000 | 150'000 | 1'000 | 21'170 CHF | 151 CHF | 99.76% | 99.76% |
13.05.2024 | 6.83% | 14.10 % | 15.10 % | 150'000 | 1'000 | 150'000 | 1'000 | 21'199 CHF | 151 CHF | 100.00% | 100.00% |
10.05.2024 | 6.96% | 13.98 % | 14.98 % | 150'000 | 1'000 | 150'000 | 1'000 | 20'804 CHF | 149 CHF | 100.00% | 100.00% |
08.05.2024 | 7.00% | 13.73 % | 14.73 % | 150'000 | 1'000 | 150'000 | 1'000 | 20'668 CHF | 148 CHF | 100.00% | 100.00% |
07.05.2024 | 6.85% | 14.05 % | 15.05 % | 150'000 | 1'000 | 150'000 | 1'000 | 21'161 CHF | 151 CHF | 100.00% | 100.00% |
06.05.2024 | 7.43% | 13.03 % | 14.03 % | 150'000 | 1'000 | 150'000 | 1'000 | 19'445 CHF | 140 CHF | 100.00% | 100.00% |
03.05.2024 | 7.52% | 12.85 % | 13.85 % | 150'000 | 1'000 | 150'000 | 1'000 | 19'207 CHF | 138 CHF | 100.00% | 100.00% |
02.05.2024 | 7.56% | 12.69 % | 13.69 % | 150'000 | 1'000 | 150'000 | 1'000 | 19'097 CHF | 137 CHF | 100.00% | 100.00% |