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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16.05.2024 | 7.10% | 0.15 CHF | 0.16 CHF | 162'000 | 162'000 | 161'858 | 161'858 | 22'060 CHF | 23'680 CHF | 100.00% | 100.00% |
15.05.2024 | 9.12% | 0.10 CHF | 0.11 CHF | 160'000 | 160'000 | 159'781 | 159'781 | 16'876 CHF | 18'478 CHF | 100.00% | 100.00% |
14.05.2024 | 8.04% | 0.10 CHF | 0.11 CHF | 160'000 | 160'000 | 161'239 | 161'239 | 19'468 CHF | 21'081 CHF | 100.00% | 100.00% |
13.05.2024 | 6.96% | 0.14 CHF | 0.14 CHF | 162'000 | 162'000 | 162'000 | 162'000 | 22'522 CHF | 24'142 CHF | 99.88% | 99.88% |
10.05.2024 | 5.21% | 0.16 CHF | 0.17 CHF | 162'000 | 162'000 | 163'777 | 163'777 | 30'677 CHF | 32'315 CHF | 100.00% | 100.00% |
08.05.2024 | 3.92% | 0.25 CHF | 0.26 CHF | 166'000 | 166'000 | 166'000 | 166'000 | 41'548 CHF | 43'208 CHF | 98.93% | 98.93% |
07.05.2024 | 3.13% | 0.29 CHF | 0.30 CHF | 168'000 | 168'000 | 168'194 | 168'194 | 53'092 CHF | 54'775 CHF | 99.89% | 99.89% |
06.05.2024 | 2.80% | 0.37 CHF | 0.38 CHF | 170'000 | 170'000 | 169'790 | 169'790 | 59'803 CHF | 61'501 CHF | 100.00% | 100.00% |
03.05.2024 | 2.80% | 0.38 CHF | 0.39 CHF | 170'000 | 170'000 | 169'926 | 169'926 | 59'832 CHF | 61'531 CHF | 99.99% | 99.99% |
02.05.2024 | 3.01% | 0.34 CHF | 0.35 CHF | 168'000 | 168'000 | 168'499 | 168'499 | 55'186 CHF | 56'871 CHF | 98.59% | 98.59% |