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 | 8.28% | 0.11 CHF | 0.12 CHF | 138'000 | 138'000 | 137'165 | 137'165 | 15'919 CHF | 17'290 CHF | 100.00% | 100.00% |
16.05.2024 | 7.69% | 0.12 CHF | 0.13 CHF | 138'000 | 138'000 | 140'098 | 140'098 | 17'592 CHF | 18'994 CHF | 100.00% | 100.00% |
15.05.2024 | 8.43% | 0.13 CHF | 0.14 CHF | 142'000 | 142'000 | 137'897 | 137'897 | 15'861 CHF | 17'243 CHF | 100.00% | 100.00% |
14.05.2024 | 6.44% | 0.13 CHF | 0.14 CHF | 142'000 | 142'000 | 143'307 | 143'307 | 21'666 CHF | 23'100 CHF | 99.99% | 99.99% |
13.05.2024 | 5.77% | 0.17 CHF | 0.18 CHF | 146'000 | 146'000 | 145'110 | 145'110 | 24'450 CHF | 25'901 CHF | 100.00% | 100.00% |
10.05.2024 | 5.79% | 0.17 CHF | 0.18 CHF | 146'000 | 146'000 | 145'109 | 145'109 | 24'373 CHF | 25'824 CHF | 100.00% | 100.00% |
08.05.2024 | 4.66% | 0.21 CHF | 0.22 CHF | 150'000 | 150'000 | 149'190 | 149'190 | 31'289 CHF | 32'781 CHF | 99.06% | 99.06% |
07.05.2024 | 5.04% | 0.19 CHF | 0.20 CHF | 150'000 | 150'000 | 148'902 | 148'902 | 28'856 CHF | 30'346 CHF | 100.00% | 100.00% |
06.05.2024 | - | 0.22 CHF | 0.23 CHF | 15'000 | 15'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
03.05.2024 | 4.22% | 0.23 CHF | 0.24 CHF | 154'000 | 154'000 | 153'051 | 153'051 | 35'541 CHF | 37'071 CHF | 100.00% | 100.00% |