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 | 3.98% | 0.24 CHF | 0.25 CHF | 138'000 | 138'000 | 137'165 | 137'165 | 33'793 CHF | 35'165 CHF | 100.00% | 100.00% |
16.05.2024 | 3.85% | 0.25 CHF | 0.26 CHF | 138'000 | 138'000 | 140'098 | 140'098 | 35'785 CHF | 37'187 CHF | 100.00% | 100.00% |
15.05.2024 | 4.03% | 0.26 CHF | 0.27 CHF | 142'000 | 142'000 | 137'903 | 137'903 | 33'736 CHF | 35'117 CHF | 100.00% | 100.00% |
14.05.2024 | 3.50% | 0.26 CHF | 0.27 CHF | 142'000 | 142'000 | 143'307 | 143'307 | 40'269 CHF | 41'702 CHF | 100.00% | 100.00% |
13.05.2024 | 3.30% | 0.30 CHF | 0.31 CHF | 146'000 | 146'000 | 145'110 | 145'110 | 43'311 CHF | 44'762 CHF | 100.00% | 100.00% |
10.05.2024 | 3.31% | 0.30 CHF | 0.31 CHF | 146'000 | 146'000 | 145'109 | 145'109 | 43'187 CHF | 44'638 CHF | 100.00% | 100.00% |
08.05.2024 | 2.91% | 0.34 CHF | 0.35 CHF | 150'000 | 150'000 | 149'188 | 149'188 | 50'551 CHF | 52'043 CHF | 99.06% | 99.06% |
07.05.2024 | 3.05% | 0.32 CHF | 0.33 CHF | 150'000 | 150'000 | 148'899 | 148'899 | 48'129 CHF | 49'620 CHF | 100.00% | 100.00% |
06.05.2024 | - | 0.35 CHF | 0.36 CHF | 15'000 | 15'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
03.05.2024 | 2.73% | 0.35 CHF | 0.36 CHF | 154'000 | 154'000 | 153'050 | 153'050 | 55'282 CHF | 56'813 CHF | 99.98% | 99.98% |