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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16.05.2024 | 6.26% | 0.14 CHF | 0.16 CHF | 101'000 | 101'000 | 100'718 | 100'718 | 15'696 CHF | 16'705 CHF | 100.00% | 100.00% |
15.05.2024 | 5.07% | 0.15 CHF | 0.16 CHF | 101'000 | 101'000 | 102'141 | 102'141 | 20'120 CHF | 21'143 CHF | 100.00% | 100.00% |
14.05.2024 | 3.24% | 0.27 CHF | 0.28 CHF | 105'000 | 105'000 | 106'317 | 106'317 | 32'627 CHF | 33'690 CHF | 100.00% | 100.00% |
13.05.2024 | - | 0.44 CHF | - CHF | 112'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
10.05.2024 | 2.27% | 0.43 CHF | 0.44 CHF | 111'000 | 111'000 | 111'446 | 111'446 | 48'592 CHF | 49'707 CHF | 100.00% | 100.00% |
08.05.2024 | 2.17% | 0.45 CHF | 0.46 CHF | 112'000 | 112'000 | 112'175 | 112'175 | 51'077 CHF | 52'199 CHF | 99.06% | 99.06% |
07.05.2024 | 2.07% | 0.45 CHF | 0.46 CHF | 112'000 | 112'000 | 113'160 | 113'160 | 54'158 CHF | 55'291 CHF | 99.60% | 99.60% |
06.05.2024 | 1.93% | 0.51 CHF | 0.52 CHF | 114'000 | 114'000 | 114'798 | 114'798 | 58'777 CHF | 59'925 CHF | 100.00% | 100.00% |
03.05.2024 | 2.01% | 0.50 CHF | 0.51 CHF | 114'000 | 114'000 | 113'848 | 113'848 | 56'102 CHF | 57'241 CHF | 99.99% | 99.99% |
02.05.2024 | 1.82% | 0.54 CHF | 0.55 CHF | 116'000 | 116'000 | 116'185 | 116'185 | 63'384 CHF | 64'546 CHF | 100.00% | 100.00% |