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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 8.41% | 0.16 CHF | 0.17 CHF | 176'000 | 176'000 | 78'449 | 78'449 | 12'590 CHF | 13'579 CHF | 100.00% | 100.00% |
14.05.2024 | 9.39% | 0.18 CHF | 0.19 CHF | 176'000 | 176'000 | 78'301 | 78'301 | 11'703 CHF | 12'688 CHF | 100.00% | 100.00% |
13.05.2024 | 8.80% | 0.14 CHF | 0.16 CHF | 174'000 | 174'000 | 78'206 | 78'206 | 11'748 CHF | 12'732 CHF | 100.00% | 100.00% |
10.05.2024 | 8.08% | 0.16 CHF | 0.17 CHF | 174'000 | 174'000 | 78'483 | 78'483 | 12'862 CHF | 13'851 CHF | 100.00% | 100.00% |
08.05.2024 | 7.37% | 0.18 CHF | 0.19 CHF | 176'000 | 176'000 | 78'203 | 78'203 | 14'359 CHF | 15'345 CHF | 98.39% | 98.39% |
07.05.2024 | 6.99% | 0.20 CHF | 0.21 CHF | 176'000 | 176'000 | 79'087 | 79'087 | 15'161 CHF | 16'154 CHF | 98.78% | 98.78% |
06.05.2024 | 6.74% | 0.21 CHF | 0.22 CHF | 178'000 | 178'000 | 80'400 | 80'400 | 16'411 CHF | 17'422 CHF | 99.13% | 99.13% |
03.05.2024 | 6.36% | 0.21 CHF | 0.22 CHF | 178'000 | 178'000 | 80'290 | 80'290 | 17'330 CHF | 18'340 CHF | 99.74% | 99.74% |
02.05.2024 | 6.56% | 0.21 CHF | 0.22 CHF | 176'000 | 176'000 | 78'891 | 78'891 | 16'400 CHF | 17'393 CHF | 100.00% | 100.00% |
30.04.2024 | 9.98% | 0.23 CHF | 0.24 CHF | 178'000 | 178'000 | 65'608 | 65'608 | 13'703 CHF | 14'538 CHF | 98.94% | 98.94% |