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 | 2.94% | 0.35 CHF | 0.36 CHF | 142'000 | 142'000 | 137'904 | 137'904 | 46'386 CHF | 47'768 CHF | 100.00% | 100.00% |
14.05.2024 | 2.66% | 0.35 CHF | 0.36 CHF | 142'000 | 142'000 | 143'307 | 143'307 | 53'210 CHF | 54'643 CHF | 100.00% | 100.00% |
13.05.2024 | 2.54% | 0.39 CHF | 0.40 CHF | 146'000 | 146'000 | 145'110 | 145'110 | 56'447 CHF | 57'898 CHF | 100.00% | 100.00% |
10.05.2024 | 2.55% | 0.39 CHF | 0.40 CHF | 146'000 | 146'000 | 145'109 | 145'109 | 56'282 CHF | 57'733 CHF | 100.00% | 100.00% |
08.05.2024 | 2.31% | 0.43 CHF | 0.44 CHF | 150'000 | 150'000 | 149'190 | 149'190 | 63'998 CHF | 65'490 CHF | 99.06% | 99.06% |
07.05.2024 | 2.39% | 0.41 CHF | 0.42 CHF | 150'000 | 150'000 | 148'898 | 148'898 | 61'567 CHF | 63'057 CHF | 100.00% | 100.00% |
06.05.2024 | - | 0.44 CHF | 0.45 CHF | 15'000 | 15'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
03.05.2024 | 2.19% | 0.44 CHF | 0.45 CHF | 154'000 | 154'000 | 153'050 | 153'050 | 69'072 CHF | 70'602 CHF | 99.97% | 99.97% |
02.05.2024 | 2.29% | 0.44 CHF | 0.45 CHF | 150'000 | 150'000 | 149'414 | 149'414 | 64'653 CHF | 66'147 CHF | 100.00% | 100.00% |
30.04.2024 | 2.38% | 0.43 CHF | 0.44 CHF | 146'000 | 146'000 | 145'049 | 145'049 | 60'358 CHF | 61'809 CHF | 100.00% | 100.00% |