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 | 5.27% | 0.18 CHF | 0.19 CHF | 150'000 | 150'000 | 149'769 | 149'769 | 27'749 CHF | 29'249 CHF | 100.00% | 100.00% |
15.05.2024 | 4.97% | 0.19 CHF | 0.20 CHF | 150'000 | 150'000 | 144'071 | 144'071 | 31'505 CHF | 32'986 CHF | 100.00% | 100.00% |
14.05.2024 | 4.03% | 0.23 CHF | 0.24 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 36'494 CHF | 37'994 CHF | 100.00% | 100.00% |
13.05.2024 | 4.18% | 0.24 CHF | 0.25 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 35'164 CHF | 36'664 CHF | 100.00% | 100.00% |
10.05.2024 | 4.06% | 0.25 CHF | 0.26 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 36'243 CHF | 37'743 CHF | 100.00% | 100.00% |
08.05.2024 | 3.62% | 0.27 CHF | 0.28 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 40'699 CHF | 42'199 CHF | 99.67% | 99.67% |
07.05.2024 | 3.62% | 0.27 CHF | 0.28 CHF | 150'000 | 150'000 | 149'928 | 149'928 | 40'750 CHF | 42'250 CHF | 99.75% | 99.75% |
06.05.2024 | 3.34% | 0.30 CHF | 0.31 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 44'166 CHF | 45'666 CHF | 100.00% | 100.00% |
03.05.2024 | 2.92% | 0.33 CHF | 0.34 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 50'825 CHF | 52'325 CHF | 99.99% | 99.99% |
02.05.2024 | 2.51% | 0.39 CHF | 0.40 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 59'120 CHF | 60'620 CHF | 99.45% | 99.45% |