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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.05.2024 | 3.46% | 0.29 CHF | 0.30 CHF | 154'000 | 154'000 | 154'020 | 154'020 | 43'823 CHF | 45'364 CHF | 100.00% | 100.00% |
21.05.2024 | 4.15% | 0.24 CHF | 0.25 CHF | 152'000 | 152'000 | 151'901 | 151'901 | 35'936 CHF | 37'456 CHF | 100.00% | 100.00% |
17.05.2024 | 4.70% | 0.21 CHF | 0.22 CHF | 152'000 | 152'000 | 151'812 | 151'812 | 31'528 CHF | 33'046 CHF | 100.00% | 100.00% |
16.05.2024 | 4.33% | 0.24 CHF | 0.25 CHF | 154'000 | 154'000 | 152'806 | 152'806 | 34'710 CHF | 36'240 CHF | 100.00% | 100.00% |
15.05.2024 | 6.64% | 0.19 CHF | 0.20 CHF | 150'000 | 150'000 | 149'128 | 149'128 | 22'317 CHF | 23'811 CHF | 100.00% | 100.00% |
14.05.2024 | 7.57% | 0.14 CHF | 0.15 CHF | 150'000 | 150'000 | 148'307 | 148'307 | 18'938 CHF | 20'422 CHF | 99.98% | 99.98% |
13.05.2024 | 7.42% | 0.13 CHF | 0.14 CHF | 148'000 | 148'000 | 149'100 | 149'100 | 19'387 CHF | 20'878 CHF | 100.00% | 100.00% |
10.05.2024 | 8.46% | 0.13 CHF | 0.14 CHF | 150'000 | 150'000 | 148'128 | 148'128 | 16'841 CHF | 18'322 CHF | 100.00% | 100.00% |
08.05.2024 | 4.76% | 0.20 CHF | 0.21 CHF | 152'000 | 152'000 | 152'561 | 152'561 | 31'368 CHF | 32'894 CHF | 99.06% | 99.06% |
07.05.2024 | 4.94% | 0.21 CHF | 0.22 CHF | 152'000 | 152'000 | 151'858 | 151'858 | 30'070 CHF | 31'590 CHF | 99.66% | 99.66% |