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 | 7.41% | 0.13 CHF | 0.14 CHF | 154'000 | 154'000 | 152'812 | 152'812 | 20'095 CHF | 21'624 CHF | 100.00% | 100.00% |
15.05.2024 | 4.71% | 0.18 CHF | 0.19 CHF | 150'000 | 150'000 | 149'136 | 149'136 | 31'456 CHF | 32'950 CHF | 100.00% | 100.00% |
14.05.2024 | 4.20% | 0.22 CHF | 0.23 CHF | 150'000 | 150'000 | 148'311 | 148'311 | 34'652 CHF | 36'136 CHF | 99.98% | 99.98% |
13.05.2024 | 4.22% | 0.24 CHF | 0.25 CHF | 148'000 | 148'000 | 149'100 | 149'100 | 34'589 CHF | 36'080 CHF | 100.00% | 100.00% |
10.05.2024 | 3.94% | 0.24 CHF | 0.25 CHF | 150'000 | 150'000 | 148'129 | 148'129 | 36'911 CHF | 38'392 CHF | 100.00% | 100.00% |
08.05.2024 | 6.20% | 0.17 CHF | 0.18 CHF | 152'000 | 152'000 | 152'568 | 152'568 | 23'888 CHF | 25'414 CHF | 99.06% | 99.06% |
07.05.2024 | 5.89% | 0.16 CHF | 0.17 CHF | 152'000 | 152'000 | 151'883 | 151'883 | 25'106 CHF | 26'626 CHF | 99.64% | 99.64% |
06.05.2024 | 5.75% | 0.18 CHF | 0.19 CHF | 152'000 | 152'000 | 152'397 | 152'397 | 25'827 CHF | 27'351 CHF | 100.00% | 100.00% |
03.05.2024 | 6.76% | 0.12 CHF | 0.13 CHF | 156'000 | 156'000 | 154'253 | 154'253 | 22'246 CHF | 23'788 CHF | 99.98% | 99.98% |
02.05.2024 | 6.45% | 0.17 CHF | 0.18 CHF | 152'000 | 152'000 | 153'577 | 153'577 | 23'164 CHF | 24'700 CHF | 100.00% | 100.00% |