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 | 7.07% | 0.14 CHF | 0.15 CHF | 160'000 | 160'000 | 159'757 | 159'757 | 21'879 CHF | 23'479 CHF | 100.00% | 100.00% |
15.05.2024 | 7.67% | 0.14 CHF | 0.15 CHF | 160'000 | 160'000 | 159'701 | 159'701 | 20'103 CHF | 21'703 CHF | 100.00% | 100.00% |
14.05.2024 | 7.39% | 0.13 CHF | 0.14 CHF | 160'000 | 160'000 | 159'909 | 159'909 | 20'853 CHF | 22'453 CHF | 99.99% | 99.99% |
13.05.2024 | 7.22% | 0.13 CHF | 0.14 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 21'370 CHF | 22'970 CHF | 100.00% | 100.00% |
10.05.2024 | 7.32% | 0.14 CHF | 0.15 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 21'056 CHF | 22'656 CHF | 100.00% | 100.00% |
08.05.2024 | 7.90% | 0.13 CHF | 0.14 CHF | 160'000 | 160'000 | 166'854 | 166'854 | 20'290 CHF | 21'959 CHF | 99.24% | 99.24% |
07.05.2024 | 9.13% | 0.11 CHF | 0.12 CHF | 170'000 | 170'000 | 169'814 | 169'814 | 17'803 CHF | 19'503 CHF | 97.37% | 97.37% |
06.05.2024 | 8.42% | 0.10 CHF | 0.11 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 19'359 CHF | 21'059 CHF | 100.00% | 100.00% |
03.05.2024 | 8.26% | 0.11 CHF | 0.12 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 19'742 CHF | 21'442 CHF | 100.00% | 100.00% |
02.05.2024 | 8.39% | 0.11 CHF | 0.12 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 19'427 CHF | 21'127 CHF | 100.00% | 100.00% |