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 | 2.76% | 0.35 CHF | 0.36 CHF | 138'000 | 138'000 | 137'165 | 137'165 | 48'932 CHF | 50'304 CHF | 100.00% | 100.00% |
16.05.2024 | 2.71% | 0.36 CHF | 0.37 CHF | 138'000 | 138'000 | 140'098 | 140'098 | 51'161 CHF | 52'564 CHF | 99.99% | 99.99% |
15.05.2024 | 2.80% | 0.37 CHF | 0.38 CHF | 142'000 | 142'000 | 137'903 | 137'903 | 48'789 CHF | 50'170 CHF | 100.00% | 100.00% |
14.05.2024 | 2.53% | 0.37 CHF | 0.38 CHF | 142'000 | 142'000 | 143'307 | 143'307 | 55'935 CHF | 57'369 CHF | 100.00% | 100.00% |
13.05.2024 | 2.43% | 0.41 CHF | 0.42 CHF | 146'000 | 146'000 | 145'110 | 145'110 | 58'975 CHF | 60'426 CHF | 100.00% | 100.00% |
10.05.2024 | 2.43% | 0.41 CHF | 0.42 CHF | 146'000 | 146'000 | 145'109 | 145'109 | 58'950 CHF | 60'401 CHF | 100.00% | 100.00% |
08.05.2024 | 2.21% | 0.45 CHF | 0.46 CHF | 150'000 | 150'000 | 149'190 | 149'190 | 66'845 CHF | 68'337 CHF | 99.06% | 99.06% |
07.05.2024 | 2.29% | 0.43 CHF | 0.44 CHF | 150'000 | 150'000 | 148'901 | 148'901 | 64'317 CHF | 65'807 CHF | 100.00% | 100.00% |
06.05.2024 | - | 0.45 CHF | 0.46 CHF | 15'000 | 15'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
03.05.2024 | 2.10% | 0.46 CHF | 0.47 CHF | 154'000 | 154'000 | 153'051 | 153'051 | 71'970 CHF | 73'500 CHF | 100.00% | 100.00% |