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 | 2.07% | 0.47 CHF | 0.48 CHF | 138'000 | 138'000 | 137'165 | 137'165 | 65'507 CHF | 66'878 CHF | 100.00% | 100.00% |
16.05.2024 | 2.04% | 0.48 CHF | 0.49 CHF | 138'000 | 138'000 | 140'103 | 140'103 | 68'026 CHF | 69'428 CHF | 100.00% | 100.00% |
15.05.2024 | 2.10% | 0.49 CHF | 0.50 CHF | 142'000 | 142'000 | 137'898 | 137'898 | 65'419 CHF | 66'801 CHF | 99.99% | 99.99% |
14.05.2024 | 1.94% | 0.49 CHF | 0.50 CHF | 142'000 | 142'000 | 143'305 | 143'305 | 73'144 CHF | 74'577 CHF | 100.00% | 100.00% |
13.05.2024 | 1.88% | 0.53 CHF | 0.54 CHF | 146'000 | 146'000 | 145'110 | 145'110 | 76'375 CHF | 77'826 CHF | 100.00% | 100.00% |
10.05.2024 | 1.88% | 0.53 CHF | 0.54 CHF | 146'000 | 146'000 | 145'109 | 145'109 | 76'348 CHF | 77'799 CHF | 100.00% | 100.00% |
08.05.2024 | 1.75% | 0.57 CHF | 0.58 CHF | 150'000 | 150'000 | 149'189 | 149'189 | 84'708 CHF | 86'200 CHF | 99.06% | 99.06% |
07.05.2024 | 1.80% | 0.55 CHF | 0.56 CHF | 150'000 | 150'000 | 148'902 | 148'902 | 82'192 CHF | 83'682 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 | 1.68% | 0.58 CHF | 0.59 CHF | 154'000 | 154'000 | 153'050 | 153'050 | 90'352 CHF | 91'882 CHF | 100.00% | 100.00% |