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 | 5.29% | 0.20 CHF | 0.21 CHF | 142'000 | 142'000 | 137'871 | 137'871 | 25'565 CHF | 26'946 CHF | 100.00% | 100.00% |
14.05.2024 | 4.43% | 0.20 CHF | 0.21 CHF | 142'000 | 142'000 | 143'307 | 143'307 | 31'706 CHF | 33'139 CHF | 99.98% | 99.98% |
13.05.2024 | 4.11% | 0.24 CHF | 0.25 CHF | 146'000 | 146'000 | 145'110 | 145'110 | 34'552 CHF | 36'003 CHF | 100.00% | 100.00% |
10.05.2024 | 4.12% | 0.24 CHF | 0.25 CHF | 146'000 | 146'000 | 145'109 | 145'109 | 34'493 CHF | 35'945 CHF | 100.00% | 100.00% |
08.05.2024 | 3.52% | 0.28 CHF | 0.29 CHF | 150'000 | 150'000 | 149'189 | 149'189 | 41'695 CHF | 43'187 CHF | 99.06% | 99.06% |
07.05.2024 | 3.73% | 0.26 CHF | 0.27 CHF | 150'000 | 150'000 | 148'897 | 148'897 | 39'259 CHF | 40'750 CHF | 100.00% | 100.00% |
06.05.2024 | - | 0.29 CHF | 0.30 CHF | 15'000 | 15'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
03.05.2024 | 3.26% | 0.29 CHF | 0.30 CHF | 154'000 | 154'000 | 153'051 | 153'051 | 46'152 CHF | 47'683 CHF | 100.00% | 100.00% |
02.05.2024 | 3.48% | 0.29 CHF | 0.30 CHF | 150'000 | 150'000 | 149'413 | 149'413 | 42'242 CHF | 43'736 CHF | 100.00% | 100.00% |
30.04.2024 | 3.70% | 0.28 CHF | 0.29 CHF | 146'000 | 146'000 | 145'051 | 145'051 | 38'527 CHF | 39'978 CHF | 100.00% | 100.00% |