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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.05.2024 | 2.15% | 0.46 CHF | 0.47 CHF | 146'000 | 146'000 | 145'110 | 145'110 | 66'919 CHF | 68'370 CHF | 100.00% | 100.00% |
10.05.2024 | 2.15% | 0.46 CHF | 0.47 CHF | 146'000 | 146'000 | 145'109 | 145'109 | 66'680 CHF | 68'131 CHF | 100.00% | 100.00% |
08.05.2024 | 1.98% | 0.50 CHF | 0.51 CHF | 150'000 | 150'000 | 149'190 | 149'190 | 74'682 CHF | 76'175 CHF | 99.07% | 99.07% |
07.05.2024 | 2.04% | 0.48 CHF | 0.49 CHF | 150'000 | 150'000 | 148'901 | 148'901 | 72'371 CHF | 73'861 CHF | 100.00% | 100.00% |
06.05.2024 | - | 0.51 CHF | 0.52 CHF | 15'000 | 15'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
03.05.2024 | 1.89% | 0.52 CHF | 0.53 CHF | 154'000 | 154'000 | 153'050 | 153'050 | 80'328 CHF | 81'859 CHF | 100.00% | 100.00% |
02.05.2024 | 1.96% | 0.51 CHF | 0.52 CHF | 150'000 | 150'000 | 149'413 | 149'413 | 75'645 CHF | 77'139 CHF | 100.00% | 100.00% |
30.04.2024 | 2.02% | 0.50 CHF | 0.51 CHF | 146'000 | 146'000 | 145'046 | 145'046 | 71'092 CHF | 72'543 CHF | 100.00% | 100.00% |
29.04.2024 | 2.03% | 0.49 CHF | 0.50 CHF | 146'000 | 146'000 | 145'085 | 145'085 | 70'782 CHF | 72'233 CHF | 100.00% | 100.00% |
26.04.2024 | 2.05% | 0.49 CHF | 0.50 CHF | 146'000 | 146'000 | 145'106 | 145'106 | 69'959 CHF | 71'410 CHF | 99.63% | 99.63% |