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 | 4.84% | 0.21 CHF | 0.22 CHF | 140'000 | 140'000 | 146'562 | 146'562 | 29'643 CHF | 31'111 CHF | 100.00% | 100.00% |
15.05.2024 | 4.59% | 0.20 CHF | 0.21 CHF | 150'000 | 150'000 | 141'450 | 141'450 | 30'221 CHF | 31'638 CHF | 100.00% | 100.00% |
14.05.2024 | 5.18% | 0.21 CHF | 0.22 CHF | 150'000 | 150'000 | 149'084 | 149'084 | 28'103 CHF | 29'594 CHF | 99.96% | 99.96% |
13.05.2024 | 5.57% | 0.17 CHF | 0.18 CHF | 150'000 | 150'000 | 149'086 | 149'086 | 26'013 CHF | 27'503 CHF | 100.00% | 100.00% |
10.05.2024 | 5.60% | 0.17 CHF | 0.18 CHF | 150'000 | 150'000 | 149'085 | 149'085 | 25'891 CHF | 27'381 CHF | 100.00% | 100.00% |
08.05.2024 | 6.60% | 0.15 CHF | 0.16 CHF | 160'000 | 160'000 | 158'980 | 158'980 | 23'309 CHF | 24'899 CHF | 99.06% | 99.06% |
07.05.2024 | 6.04% | 0.16 CHF | 0.17 CHF | 160'000 | 160'000 | 158'785 | 158'785 | 25'509 CHF | 27'097 CHF | 100.00% | 100.00% |
06.05.2024 | - | 0.15 CHF | 0.16 CHF | 20'000 | 20'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
03.05.2024 | 7.02% | 0.14 CHF | 0.15 CHF | 160'000 | 160'000 | 159'020 | 159'020 | 21'857 CHF | 23'447 CHF | 100.00% | 100.00% |
02.05.2024 | 6.09% | 0.16 CHF | 0.17 CHF | 160'000 | 160'000 | 159'025 | 159'025 | 25'350 CHF | 26'941 CHF | 99.99% | 99.99% |