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 | 2.36% | 0.41 CHF | 0.42 CHF | 138'000 | 138'000 | 137'165 | 137'165 | 57'430 CHF | 58'802 CHF | 100.00% | 100.00% |
16.05.2024 | 2.32% | 0.42 CHF | 0.43 CHF | 138'000 | 138'000 | 140'099 | 140'099 | 59'692 CHF | 61'094 CHF | 100.00% | 100.00% |
15.05.2024 | 2.39% | 0.43 CHF | 0.44 CHF | 142'000 | 142'000 | 137'907 | 137'907 | 57'362 CHF | 58'743 CHF | 100.00% | 100.00% |
14.05.2024 | 2.19% | 0.43 CHF | 0.44 CHF | 142'000 | 142'000 | 143'308 | 143'308 | 64'659 CHF | 66'092 CHF | 100.00% | 100.00% |
13.05.2024 | 2.11% | 0.47 CHF | 0.48 CHF | 146'000 | 146'000 | 145'110 | 145'110 | 67'906 CHF | 69'357 CHF | 100.00% | 100.00% |
10.05.2024 | 2.12% | 0.47 CHF | 0.48 CHF | 146'000 | 146'000 | 145'109 | 145'109 | 67'819 CHF | 69'271 CHF | 100.00% | 100.00% |
08.05.2024 | 1.95% | 0.51 CHF | 0.52 CHF | 150'000 | 150'000 | 149'189 | 149'189 | 75'882 CHF | 77'374 CHF | 99.06% | 99.06% |
07.05.2024 | 2.01% | 0.49 CHF | 0.50 CHF | 150'000 | 150'000 | 148'902 | 148'902 | 73'466 CHF | 74'957 CHF | 100.00% | 100.00% |
06.05.2024 | - | 0.52 CHF | 0.53 CHF | 15'000 | 15'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
03.05.2024 | 1.87% | 0.52 CHF | 0.53 CHF | 154'000 | 154'000 | 153'050 | 153'050 | 81'288 CHF | 82'818 CHF | 99.97% | 99.97% |