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 | 2.06% | 0.49 CHF | 0.50 CHF | 140'000 | 140'000 | 137'011 | 137'011 | 65'853 CHF | 67'225 CHF | 100.00% | 100.00% |
15.05.2024 | 2.14% | 0.44 CHF | 0.45 CHF | 130'000 | 130'000 | 130'428 | 130'428 | 60'405 CHF | 61'711 CHF | 100.00% | 100.00% |
14.05.2024 | 2.20% | 0.46 CHF | 0.47 CHF | 130'000 | 130'000 | 135'262 | 135'262 | 60'850 CHF | 62'203 CHF | 99.98% | 99.98% |
13.05.2024 | 2.17% | 0.46 CHF | 0.47 CHF | 130'000 | 130'000 | 129'208 | 129'208 | 58'865 CHF | 60'157 CHF | 100.00% | 100.00% |
10.05.2024 | 2.00% | 0.48 CHF | 0.49 CHF | 130'000 | 130'000 | 129'207 | 129'207 | 63'952 CHF | 65'244 CHF | 100.00% | 100.00% |
08.05.2024 | 2.20% | 0.45 CHF | 0.46 CHF | 140'000 | 140'000 | 139'107 | 139'107 | 62'512 CHF | 63'903 CHF | 99.06% | 99.06% |
07.05.2024 | 2.08% | 0.48 CHF | 0.49 CHF | 140'000 | 140'000 | 139'141 | 139'141 | 66'132 CHF | 67'523 CHF | 100.00% | 100.00% |
06.05.2024 | - | 0.45 CHF | 0.47 CHF | 20'000 | 20'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
03.05.2024 | 2.28% | 0.43 CHF | 0.44 CHF | 140'000 | 140'000 | 139'144 | 139'144 | 60'409 CHF | 61'800 CHF | 100.00% | 100.00% |
02.05.2024 | 2.34% | 0.43 CHF | 0.44 CHF | 140'000 | 140'000 | 143'881 | 143'881 | 60'861 CHF | 62'300 CHF | 100.00% | 100.00% |