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 | 4.60% | 0.19 CHF | 0.20 CHF | 130'000 | 130'000 | 129'779 | 129'779 | 27'655 CHF | 28'955 CHF | 99.95% | 99.95% |
15.05.2024 | 3.80% | 0.27 CHF | 0.28 CHF | 120'000 | 120'000 | 119'728 | 119'728 | 31'049 CHF | 32'248 CHF | 100.00% | 100.00% |
14.05.2024 | 4.08% | 0.28 CHF | 0.29 CHF | 130'000 | 130'000 | 129'820 | 129'820 | 31'343 CHF | 32'643 CHF | 99.92% | 99.92% |
13.05.2024 | 4.36% | 0.23 CHF | 0.24 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 33'725 CHF | 35'225 CHF | 97.99% | 97.99% |
10.05.2024 | 5.49% | 0.20 CHF | 0.21 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 30'195 CHF | 31'895 CHF | 100.00% | 100.00% |
08.05.2024 | 7.33% | 0.13 CHF | 0.14 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 22'364 CHF | 24'064 CHF | 98.93% | 98.93% |
07.05.2024 | 10.91% | 0.10 CHF | 0.11 CHF | 170'000 | 170'000 | 169'731 | 169'731 | 14'982 CHF | 16'682 CHF | 99.88% | 99.88% |
06.05.2024 | 12.53% | 0.06 CHF | 0.07 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 12'789 CHF | 14'489 CHF | 100.00% | 100.00% |
03.05.2024 | 11.43% | 0.07 CHF | 0.08 CHF | 170'000 | 170'000 | 169'608 | 169'608 | 14'085 CHF | 15'781 CHF | 99.96% | 99.96% |
02.05.2024 | 9.38% | 0.10 CHF | 0.11 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 17'344 CHF | 19'044 CHF | 98.51% | 98.51% |