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 | 3.85% | 0.25 CHF | 0.26 CHF | 200'000 | 25'000 | 199'375 | 25'000 | 50'832 CHF | 6'627 CHF | 91.17% | 91.17% |
28.05.2024 | 3.72% | 0.25 CHF | 0.26 CHF | 200'000 | 25'000 | 194'312 | 25'000 | 51'256 CHF | 6'856 CHF | 96.93% | 96.93% |
27.05.2024 | 3.39% | 0.29 CHF | 0.30 CHF | 180'000 | 25'000 | 177'853 | 25'000 | 51'621 CHF | 7'509 CHF | 80.39% | 80.39% |
24.05.2024 | 3.55% | 0.29 CHF | 0.30 CHF | 180'000 | 25'000 | 184'488 | 25'000 | 51'041 CHF | 7'172 CHF | 95.80% | 95.80% |
23.05.2024 | 3.55% | 0.28 CHF | 0.29 CHF | 180'000 | 25'000 | 183'643 | 25'000 | 50'733 CHF | 7'160 CHF | 90.64% | 90.64% |
22.05.2024 | 4.02% | 0.25 CHF | 0.26 CHF | 200'000 | 25'000 | 206'781 | 25'000 | 50'411 CHF | 6'349 CHF | 93.60% | 93.60% |
21.05.2024 | 4.19% | 0.24 CHF | 0.25 CHF | 210'000 | 25'000 | 216'142 | 25'000 | 50'503 CHF | 6'096 CHF | 99.17% | 99.17% |
17.05.2024 | 5.11% | 0.21 CHF | 0.22 CHF | 240'000 | 25'000 | 267'468 | 25'000 | 50'967 CHF | 5'022 CHF | 90.06% | 90.06% |
16.05.2024 | 5.69% | 0.19 CHF | 0.20 CHF | 270'000 | 25'000 | 298'445 | 25'000 | 50'910 CHF | 4'523 CHF | 88.53% | 88.53% |
15.05.2024 | 5.33% | 0.19 CHF | 0.20 CHF | 270'000 | 25'000 | 275'483 | 24'953 | 50'807 CHF | 4'855 CHF | 94.35% | 94.35% |