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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 3.86% | 0.25 CHF | 0.26 CHF | 195'906 | 100'000 | 195'319 | 100'000 | 49'667 CHF | 26'435 CHF | 98.11% | 98.11% |
22.05.2024 | 4.46% | 0.24 CHF | 0.25 CHF | 197'344 | 100'000 | 198'455 | 100'000 | 43'542 CHF | 22'943 CHF | 92.19% | 92.19% |
21.05.2024 | 4.20% | 0.25 CHF | 0.26 CHF | 195'528 | 100'000 | 196'453 | 100'000 | 45'879 CHF | 24'359 CHF | 99.36% | 99.36% |
17.05.2024 | 5.51% | 0.20 CHF | 0.21 CHF | 198'467 | 100'000 | 201'101 | 100'000 | 35'574 CHF | 18'692 CHF | 100.00% | 100.00% |
16.05.2024 | 4.66% | 0.19 CHF | 0.20 CHF | 198'988 | 100'000 | 196'995 | 100'000 | 41'354 CHF | 21'997 CHF | 99.33% | 99.33% |
15.05.2024 | 4.22% | 0.21 CHF | 0.22 CHF | 197'964 | 100'000 | 195'459 | 99'181 | 46'039 CHF | 24'353 CHF | 91.68% | 91.68% |
14.05.2024 | 4.65% | 0.24 CHF | 0.25 CHF | 195'849 | 100'000 | 198'078 | 100'000 | 41'701 CHF | 22'058 CHF | 100.00% | 100.00% |
13.05.2024 | 5.46% | 0.24 CHF | 0.25 CHF | 195'833 | 100'000 | 200'194 | 100'000 | 36'653 CHF | 19'353 CHF | 100.00% | 100.00% |
10.05.2024 | 11.41% | 0.10 CHF | 0.11 CHF | 208'459 | 100'000 | 209'485 | 100'000 | 17'468 CHF | 9'342 CHF | 95.25% | 100.00% |
08.05.2024 | 13.23% | 0.06 CHF | 0.07 CHF | 208'854 | 100'000 | 208'393 | 100'000 | 14'799 CHF | 8'103 CHF | 61.80% | 100.00% |