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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29.05.2024 | 8.13% | 0.11 CHF | 0.12 CHF | 210'400 | 210'400 | 115'897 | 115'897 | 13'847 CHF | 15'009 CHF | 99.89% | 99.89% |
28.05.2024 | 7.99% | 0.12 CHF | 0.13 CHF | 244'900 | 244'900 | 135'192 | 135'192 | 16'509 CHF | 17'865 CHF | 99.15% | 99.15% |
27.05.2024 | 8.20% | 0.13 CHF | 0.14 CHF | 122'500 | 122'500 | 109'019 | 109'019 | 12'828 CHF | 13'919 CHF | 99.11% | 99.11% |
24.05.2024 | 8.65% | 0.12 CHF | 0.13 CHF | 252'600 | 252'600 | 139'261 | 139'261 | 15'756 CHF | 17'151 CHF | 100.00% | 100.00% |
23.05.2024 | 8.22% | 0.12 CHF | 0.13 CHF | 215'800 | 215'800 | 119'026 | 119'026 | 14'271 CHF | 15'464 CHF | 99.54% | 99.54% |
22.05.2024 | 6.33% | 0.14 CHF | 0.16 CHF | 171'000 | 171'000 | 88'354 | 88'354 | 13'594 CHF | 14'479 CHF | 100.00% | 100.00% |
21.05.2024 | 5.85% | 0.18 CHF | 0.19 CHF | 150'200 | 150'200 | 82'951 | 82'951 | 14'100 CHF | 14'931 CHF | 99.18% | 99.18% |
17.05.2024 | 6.39% | 0.17 CHF | 0.18 CHF | 173'200 | 173'200 | 99'708 | 99'708 | 15'688 CHF | 16'687 CHF | 99.90% | 99.90% |
16.05.2024 | 6.94% | 0.14 CHF | 0.16 CHF | 194'900 | 194'900 | 107'330 | 107'330 | 15'246 CHF | 16'324 CHF | 100.00% | 100.00% |
15.05.2024 | 7.57% | 0.14 CHF | 0.16 CHF | 215'800 | 215'800 | 118'122 | 118'122 | 15'501 CHF | 16'694 CHF | 99.56% | 99.56% |