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 | 5.91% | 0.17 CHF | 0.18 CHF | 600'000 | 200'000 | 576'112 | 192'037 | 94'616 CHF | 33'459 CHF | 95.95% | 95.95% |
22.05.2024 | 6.29% | 0.15 CHF | 0.16 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 92'633 CHF | 32'878 CHF | 99.39% | 99.39% |
21.05.2024 | 4.73% | 0.20 CHF | 0.21 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 93'187 CHF | 32'562 CHF | 96.56% | 96.56% |
17.05.2024 | 4.03% | 0.25 CHF | 0.26 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 109'356 CHF | 37'952 CHF | 99.36% | 99.36% |
16.05.2024 | 4.44% | 0.21 CHF | 0.22 CHF | 450'000 | 150'000 | 455'693 | 151'898 | 100'825 CHF | 35'127 CHF | 99.31% | 99.31% |
15.05.2024 | 3.12% | 0.28 CHF | 0.29 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 143'215 CHF | 49'238 CHF | 99.40% | 99.40% |
14.05.2024 | 2.90% | 0.32 CHF | 0.33 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 153'129 CHF | 52'543 CHF | 98.91% | 98.91% |
13.05.2024 | 2.86% | 0.35 CHF | 0.36 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 154'935 CHF | 53'145 CHF | 99.38% | 99.38% |
10.05.2024 | 2.75% | 0.34 CHF | 0.35 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 161'611 CHF | 55'370 CHF | 99.38% | 99.38% |
08.05.2024 | 3.84% | 0.27 CHF | 0.28 CHF | 450'000 | 150'000 | 450'457 | 150'168 | 115'250 CHF | 39'922 CHF | 99.38% | 99.38% |