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 | 4.02% | 0.26 CHF | 0.27 CHF | 110'000 | 110'000 | 116'798 | 116'798 | 28'566 CHF | 29'735 CHF | 100.00% | 100.00% |
15.05.2024 | 3.77% | 0.24 CHF | 0.25 CHF | 110'000 | 110'000 | 109'132 | 109'132 | 28'534 CHF | 29'628 CHF | 100.00% | 100.00% |
14.05.2024 | 4.49% | 0.25 CHF | 0.26 CHF | 130'000 | 130'000 | 129'207 | 129'207 | 28'262 CHF | 29'554 CHF | 99.98% | 99.98% |
13.05.2024 | 4.95% | 0.20 CHF | 0.21 CHF | 130'000 | 130'000 | 129'208 | 129'208 | 25'483 CHF | 26'775 CHF | 100.00% | 100.00% |
10.05.2024 | 4.93% | 0.20 CHF | 0.21 CHF | 150'000 | 150'000 | 149'085 | 149'085 | 29'484 CHF | 30'975 CHF | 100.00% | 100.00% |
08.05.2024 | 6.22% | 0.16 CHF | 0.17 CHF | 140'000 | 140'000 | 139'455 | 139'455 | 21'741 CHF | 23'136 CHF | 99.07% | 99.07% |
07.05.2024 | 5.51% | 0.18 CHF | 0.19 CHF | 160'000 | 160'000 | 158'783 | 158'783 | 28'075 CHF | 29'663 CHF | 100.00% | 100.00% |
06.05.2024 | - | 0.16 CHF | 0.17 CHF | 20'000 | 20'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
03.05.2024 | 6.68% | 0.15 CHF | 0.16 CHF | 160'000 | 160'000 | 159'020 | 159'020 | 23'030 CHF | 24'620 CHF | 99.98% | 99.98% |
02.05.2024 | 5.83% | 0.16 CHF | 0.17 CHF | 150'000 | 150'000 | 149'908 | 149'908 | 25'047 CHF | 26'546 CHF | 99.99% | 99.99% |