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 | 16.24% | 0.15 CHF | 0.18 CHF | 140'000 | 28'000 | 131'903 | 26'381 | 20'916 CHF | 4'922 CHF | 100.00% | 100.00% |
15.05.2024 | 15.22% | 0.16 CHF | 0.19 CHF | 130'000 | 26'000 | 129'754 | 25'951 | 22'097 CHF | 5'146 CHF | 100.00% | 100.00% |
14.05.2024 | 15.87% | 0.17 CHF | 0.20 CHF | 130'000 | 26'000 | 130'000 | 26'000 | 21'133 CHF | 4'955 CHF | 100.00% | 100.00% |
13.05.2024 | 16.52% | 0.17 CHF | 0.20 CHF | 140'000 | 28'000 | 147'035 | 29'407 | 22'640 CHF | 5'342 CHF | 100.00% | 100.00% |
10.05.2024 | 19.16% | 0.13 CHF | 0.16 CHF | 150'000 | 30'000 | 150'178 | 30'036 | 19'050 CHF | 4'617 CHF | 100.00% | 100.00% |
08.05.2024 | 19.55% | 0.12 CHF | 0.15 CHF | 150'000 | 30'000 | 150'000 | 30'000 | 18'115 CHF | 4'408 CHF | 99.15% | 99.15% |
07.05.2024 | 18.59% | 0.13 CHF | 0.16 CHF | 150'000 | 30'000 | 149'749 | 29'950 | 19'864 CHF | 4'786 CHF | 98.75% | 98.75% |
06.05.2024 | 17.97% | 0.14 CHF | 0.17 CHF | 150'000 | 30'000 | 150'000 | 30'000 | 20'802 CHF | 4'981 CHF | 100.00% | 100.00% |
03.05.2024 | 17.97% | 0.14 CHF | 0.17 CHF | 150'000 | 30'000 | 150'000 | 30'000 | 20'847 CHF | 4'992 CHF | 99.97% | 99.97% |
02.05.2024 | 16.94% | 0.15 CHF | 0.18 CHF | 140'000 | 28'000 | 140'000 | 28'000 | 21'184 CHF | 5'021 CHF | 100.00% | 100.00% |