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 | 5.49% | 0.36 CHF | 0.38 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 79'767 CHF | 28'089 CHF | 99.38% | 99.38% |
28.05.2024 | 4.87% | 0.38 CHF | 0.40 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 90'300 CHF | 31'600 CHF | 99.38% | 99.38% |
27.05.2024 | 4.36% | 0.43 CHF | 0.45 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 101'071 CHF | 35'191 CHF | 99.36% | 99.36% |
24.05.2024 | 4.31% | 0.47 CHF | 0.49 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 102'151 CHF | 35'550 CHF | 99.35% | 99.35% |
23.05.2024 | 4.34% | 0.46 CHF | 0.48 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 101'403 CHF | 35'301 CHF | 99.37% | 99.37% |
22.05.2024 | 5.66% | 0.37 CHF | 0.39 CHF | 225'000 | 75'000 | 293'643 | 97'881 | 100'987 CHF | 35'620 CHF | 99.36% | 99.36% |
21.05.2024 | 5.55% | 0.34 CHF | 0.36 CHF | 300'000 | 100'000 | 299'941 | 100'000 | 106'530 CHF | 37'515 CHF | 98.94% | 98.94% |
17.05.2024 | 7.08% | 0.12 CHF | 0.13 CHF | 450'000 | 150'000 | 370'142 | 123'381 | 50'111 CHF | 17'938 CHF | 99.36% | 99.36% |
16.05.2024 | 5.64% | 0.16 CHF | 0.17 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 51'779 CHF | 18'260 CHF | 98.47% | 98.47% |
15.05.2024 | 6.44% | 0.17 CHF | 0.18 CHF | 300'000 | 100'000 | 367'687 | 122'562 | 54'843 CHF | 19'507 CHF | 98.32% | 98.32% |