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 | 2.16% | 0.45 CHF | 0.46 CHF | 130'000 | 130'000 | 129'804 | 129'804 | 59'924 CHF | 61'224 CHF | 100.00% | 100.00% |
15.05.2024 | 4.89% | 0.21 CHF | 0.22 CHF | 140'000 | 140'000 | 139'751 | 139'751 | 28'050 CHF | 29'450 CHF | 100.00% | 100.00% |
14.05.2024 | 6.40% | 0.16 CHF | 0.17 CHF | 140'000 | 140'000 | 139'919 | 139'919 | 21'273 CHF | 22'673 CHF | 99.98% | 99.98% |
13.05.2024 | 4.47% | 0.25 CHF | 0.26 CHF | 140'000 | 140'000 | 140'000 | 140'000 | 30'804 CHF | 32'204 CHF | 99.83% | 99.83% |
10.05.2024 | 4.74% | 0.20 CHF | 0.21 CHF | 140'000 | 140'000 | 140'000 | 140'000 | 28'861 CHF | 30'261 CHF | 100.00% | 100.00% |
08.05.2024 | 6.82% | 0.14 CHF | 0.15 CHF | 140'000 | 140'000 | 140'000 | 140'000 | 19'833 CHF | 21'233 CHF | 98.62% | 98.62% |
07.05.2024 | 8.10% | 0.14 CHF | 0.15 CHF | 140'000 | 140'000 | 139'768 | 139'768 | 16'663 CHF | 18'063 CHF | 99.96% | 99.96% |
06.05.2024 | 9.10% | 0.11 CHF | 0.12 CHF | 140'000 | 140'000 | 140'000 | 140'000 | 14'721 CHF | 16'121 CHF | 100.00% | 100.00% |
03.05.2024 | 12.02% | 0.09 CHF | 0.10 CHF | 140'000 | 140'000 | 140'000 | 140'000 | 11'176 CHF | 12'576 CHF | 100.00% | 100.00% |
02.05.2024 | 9.09% | 0.07 CHF | 0.08 CHF | 140'000 | 140'000 | 140'000 | 140'000 | 15'187 CHF | 16'587 CHF | 98.50% | 98.50% |