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 | 3.84% | 0.21 CHF | 0.22 CHF | 250'000 | 200'000 | 234'095 | 200'000 | 51'102 CHF | 45'382 CHF | 97.98% | 97.98% |
22.05.2024 | 3.99% | 0.21 CHF | 0.22 CHF | 250'000 | 200'000 | 236'659 | 200'000 | 50'978 CHF | 44'869 CHF | 90.59% | 90.59% |
21.05.2024 | 5.71% | 0.23 CHF | 0.24 CHF | 220'000 | 200'000 | 158'768 | 148'974 | 37'337 CHF | 36'859 CHF | 100.00% | 100.00% |
17.05.2024 | 3.49% | 0.25 CHF | 0.26 CHF | 210'000 | 200'000 | 208'727 | 200'000 | 51'418 CHF | 51'021 CHF | 100.00% | 100.00% |
16.05.2024 | 4.42% | 0.24 CHF | 0.25 CHF | 210'000 | 200'000 | 188'113 | 177'680 | 45'055 CHF | 44'324 CHF | 90.96% | 90.96% |
15.05.2024 | 4.35% | 0.20 CHF | 0.21 CHF | 260'000 | 200'000 | 267'497 | 198'016 | 51'056 CHF | 39'492 CHF | 97.42% | 97.42% |
14.05.2024 | 5.29% | 0.18 CHF | 0.18 CHF | 290'000 | 200'000 | 278'222 | 191'950 | 48'059 CHF | 34'884 CHF | 86.05% | 86.05% |
13.05.2024 | 4.27% | 0.20 CHF | 0.21 CHF | 250'000 | 200'000 | 261'861 | 200'000 | 51'028 CHF | 40'687 CHF | 85.01% | 85.01% |
10.05.2024 | 4.33% | 0.19 CHF | 0.20 CHF | 270'000 | 200'000 | 268'115 | 200'000 | 50'900 CHF | 39'660 CHF | 93.10% | 93.10% |
08.05.2024 | 4.64% | 0.17 CHF | 0.18 CHF | 290'000 | 200'000 | 290'035 | 200'000 | 50'799 CHF | 36'703 CHF | 100.00% | 100.00% |