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 | 6.89% | 0.15 CHF | 0.16 CHF | 140'000 | 140'000 | 146'571 | 146'571 | 20'614 CHF | 22'082 CHF | 100.00% | 100.00% |
15.05.2024 | 6.45% | 0.14 CHF | 0.15 CHF | 150'000 | 150'000 | 141'453 | 141'453 | 21'327 CHF | 22'744 CHF | 100.00% | 100.00% |
14.05.2024 | 7.47% | 0.15 CHF | 0.16 CHF | 150'000 | 150'000 | 149'084 | 149'084 | 19'278 CHF | 20'769 CHF | 99.97% | 99.97% |
13.05.2024 | 8.16% | 0.12 CHF | 0.13 CHF | 150'000 | 150'000 | 149'086 | 149'086 | 17'519 CHF | 19'010 CHF | 100.00% | 100.00% |
10.05.2024 | 8.32% | 0.12 CHF | 0.13 CHF | 150'000 | 150'000 | 149'085 | 149'085 | 17'176 CHF | 18'667 CHF | 100.00% | 100.00% |
08.05.2024 | 10.17% | 0.09 CHF | 0.10 CHF | 160'000 | 160'000 | 158'980 | 158'980 | 14'842 CHF | 16'432 CHF | 99.06% | 99.06% |
07.05.2024 | 9.12% | 0.10 CHF | 0.11 CHF | 160'000 | 160'000 | 158'781 | 158'781 | 16'647 CHF | 18'236 CHF | 100.00% | 100.00% |
06.05.2024 | - | 0.09 CHF | 0.10 CHF | 20'000 | 20'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
03.05.2024 | 10.90% | 0.09 CHF | 0.10 CHF | 160'000 | 160'000 | 159'020 | 159'020 | 13'802 CHF | 15'393 CHF | 100.00% | 100.00% |
02.05.2024 | 9.15% | 0.10 CHF | 0.11 CHF | 160'000 | 160'000 | 159'025 | 159'025 | 16'638 CHF | 18'228 CHF | 100.00% | 100.00% |