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 | 2.12% | 0.48 CHF | 0.49 CHF | 142'000 | 142'000 | 137'899 | 137'899 | 64'588 CHF | 65'970 CHF | 100.00% | 100.00% |
14.05.2024 | 1.97% | 0.48 CHF | 0.49 CHF | 142'000 | 142'000 | 143'307 | 143'307 | 72'017 CHF | 73'450 CHF | 99.99% | 99.99% |
13.05.2024 | 1.90% | 0.52 CHF | 0.53 CHF | 146'000 | 146'000 | 145'110 | 145'110 | 75'461 CHF | 76'912 CHF | 100.00% | 100.00% |
10.05.2024 | 1.91% | 0.52 CHF | 0.53 CHF | 146'000 | 146'000 | 145'109 | 145'109 | 75'306 CHF | 76'757 CHF | 100.00% | 100.00% |
08.05.2024 | 1.77% | 0.56 CHF | 0.57 CHF | 150'000 | 150'000 | 149'188 | 149'188 | 83'501 CHF | 84'994 CHF | 99.06% | 99.06% |
07.05.2024 | 1.82% | 0.54 CHF | 0.55 CHF | 150'000 | 150'000 | 148'901 | 148'901 | 81'153 CHF | 82'643 CHF | 100.00% | 100.00% |
06.05.2024 | - | 0.57 CHF | 0.58 CHF | 15'000 | 15'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
03.05.2024 | 1.70% | 0.58 CHF | 0.59 CHF | 154'000 | 154'000 | 153'050 | 153'050 | 89'233 CHF | 90'764 CHF | 100.00% | 100.00% |
02.05.2024 | 1.76% | 0.57 CHF | 0.58 CHF | 150'000 | 150'000 | 149'414 | 149'414 | 84'403 CHF | 85'898 CHF | 100.00% | 100.00% |
30.04.2024 | 1.81% | 0.56 CHF | 0.57 CHF | 146'000 | 146'000 | 145'047 | 145'047 | 79'649 CHF | 81'100 CHF | 100.00% | 100.00% |