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 | 5.54% | 0.17 CHF | 0.18 CHF | 138'000 | 138'000 | 137'165 | 137'165 | 24'083 CHF | 25'454 CHF | 100.00% | 100.00% |
16.05.2024 | 5.29% | 0.18 CHF | 0.19 CHF | 138'000 | 138'000 | 140'102 | 140'102 | 25'874 CHF | 27'276 CHF | 100.00% | 100.00% |
15.05.2024 | 5.63% | 0.19 CHF | 0.20 CHF | 142'000 | 142'000 | 137'899 | 137'899 | 24'011 CHF | 25'392 CHF | 100.00% | 100.00% |
14.05.2024 | 4.67% | 0.19 CHF | 0.20 CHF | 142'000 | 142'000 | 143'308 | 143'308 | 30'110 CHF | 31'543 CHF | 99.99% | 99.99% |
13.05.2024 | 4.31% | 0.23 CHF | 0.24 CHF | 146'000 | 146'000 | 145'110 | 145'110 | 32'973 CHF | 34'424 CHF | 100.00% | 100.00% |
10.05.2024 | 4.32% | 0.23 CHF | 0.24 CHF | 146'000 | 146'000 | 145'109 | 145'109 | 32'856 CHF | 34'307 CHF | 100.00% | 100.00% |
08.05.2024 | 3.66% | 0.27 CHF | 0.28 CHF | 150'000 | 150'000 | 149'189 | 149'189 | 40'085 CHF | 41'577 CHF | 99.06% | 99.06% |
07.05.2024 | 3.89% | 0.25 CHF | 0.26 CHF | 150'000 | 150'000 | 148'902 | 148'902 | 37'641 CHF | 39'131 CHF | 100.00% | 100.00% |
06.05.2024 | - | 0.28 CHF | 0.29 CHF | 15'000 | 15'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
03.05.2024 | 3.38% | 0.28 CHF | 0.29 CHF | 154'000 | 154'000 | 153'051 | 153'051 | 44'526 CHF | 46'057 CHF | 100.00% | 100.00% |