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 | 5.83% | 0.15 CHF | 0.16 CHF | 150'000 | 150'000 | 149'820 | 149'820 | 25'102 CHF | 26'602 CHF | 100.00% | 100.00% |
15.05.2024 | 5.48% | 0.16 CHF | 0.17 CHF | 150'000 | 150'000 | 149'725 | 149'725 | 26'771 CHF | 28'271 CHF | 100.00% | 100.00% |
14.05.2024 | 5.34% | 0.17 CHF | 0.18 CHF | 150'000 | 150'000 | 149'917 | 149'917 | 27'422 CHF | 28'922 CHF | 99.98% | 99.98% |
13.05.2024 | 4.93% | 0.20 CHF | 0.21 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 29'719 CHF | 31'219 CHF | 100.00% | 100.00% |
10.05.2024 | 5.28% | 0.19 CHF | 0.20 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 27'675 CHF | 29'175 CHF | 100.00% | 100.00% |
08.05.2024 | 4.25% | 0.22 CHF | 0.23 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 36'885 CHF | 38'485 CHF | 99.25% | 99.25% |
07.05.2024 | 4.01% | 0.23 CHF | 0.24 CHF | 160'000 | 160'000 | 159'848 | 159'848 | 39'145 CHF | 40'745 CHF | 97.37% | 97.37% |
06.05.2024 | 4.03% | 0.25 CHF | 0.26 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 38'902 CHF | 40'502 CHF | 100.00% | 100.00% |
03.05.2024 | 3.68% | 0.26 CHF | 0.27 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 42'725 CHF | 44'325 CHF | 99.97% | 99.97% |
02.05.2024 | 3.04% | 0.34 CHF | 0.35 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 51'875 CHF | 53'475 CHF | 99.99% | 99.99% |