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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 4.28% | 0.22 CHF | 0.23 CHF | 135'000 | 135'000 | 135'720 | 135'720 | 31'099 CHF | 32'457 CHF | 99.33% | 99.33% |
16.05.2024 | 3.64% | 0.27 CHF | 0.28 CHF | 140'000 | 140'000 | 139'884 | 139'884 | 37'856 CHF | 39'256 CHF | 100.00% | 100.00% |
15.05.2024 | 2.88% | 0.34 CHF | 0.35 CHF | 145'000 | 145'000 | 144'686 | 144'686 | 49'655 CHF | 51'105 CHF | 100.00% | 100.00% |
14.05.2024 | 2.78% | 0.35 CHF | 0.36 CHF | 145'000 | 145'000 | 144'985 | 144'985 | 51'466 CHF | 52'916 CHF | 100.00% | 100.00% |
13.05.2024 | 3.12% | 0.32 CHF | 0.33 CHF | 145'000 | 145'000 | 142'558 | 142'558 | 45'055 CHF | 46'481 CHF | 100.00% | 100.00% |
10.05.2024 | 3.16% | 0.31 CHF | 0.32 CHF | 140'000 | 140'000 | 141'001 | 141'001 | 43'985 CHF | 45'395 CHF | 100.00% | 100.00% |
08.05.2024 | 2.79% | 0.35 CHF | 0.36 CHF | 145'000 | 145'000 | 145'000 | 145'000 | 51'279 CHF | 52'729 CHF | 99.09% | 99.09% |
07.05.2024 | 2.58% | 0.37 CHF | 0.38 CHF | 145'000 | 145'000 | 146'746 | 146'746 | 56'319 CHF | 57'787 CHF | 99.94% | 99.94% |
06.05.2024 | 2.46% | 0.39 CHF | 0.40 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 60'343 CHF | 61'843 CHF | 100.00% | 100.00% |
03.05.2024 | 2.35% | 0.43 CHF | 0.44 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 63'157 CHF | 64'657 CHF | 100.00% | 100.00% |