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 | 4.88% | 0.21 CHF | 0.22 CHF | 150'000 | 150'000 | 149'818 | 149'818 | 30'127 CHF | 31'627 CHF | 100.00% | 100.00% |
15.05.2024 | 4.92% | 0.20 CHF | 0.21 CHF | 150'000 | 150'000 | 149'733 | 149'733 | 29'820 CHF | 31'320 CHF | 100.00% | 100.00% |
14.05.2024 | 5.74% | 0.20 CHF | 0.21 CHF | 150'000 | 150'000 | 155'959 | 155'959 | 26'615 CHF | 28'175 CHF | 99.99% | 99.99% |
13.05.2024 | 7.48% | 0.14 CHF | 0.15 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 20'619 CHF | 22'219 CHF | 100.00% | 100.00% |
10.05.2024 | 7.27% | 0.13 CHF | 0.14 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 21'224 CHF | 22'824 CHF | 100.00% | 100.00% |
08.05.2024 | 7.17% | 0.13 CHF | 0.14 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 21'526 CHF | 23'126 CHF | 99.07% | 99.07% |
07.05.2024 | 8.04% | 0.13 CHF | 0.14 CHF | 160'000 | 160'000 | 159'914 | 159'914 | 19'131 CHF | 20'731 CHF | 100.00% | 100.00% |
06.05.2024 | 8.38% | 0.12 CHF | 0.13 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 18'314 CHF | 19'914 CHF | 100.00% | 100.00% |
03.05.2024 | 9.75% | 0.10 CHF | 0.11 CHF | 170'000 | 170'000 | 167'074 | 167'074 | 16'312 CHF | 17'982 CHF | 99.97% | 99.97% |
02.05.2024 | 9.62% | 0.11 CHF | 0.12 CHF | 160'000 | 160'000 | 168'128 | 168'128 | 16'664 CHF | 18'345 CHF | 100.00% | 100.00% |