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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24.05.2024 | 3.39% | 0.32 CHF | 0.33 CHF | 175'000 | 175'000 | 186'783 | 186'784 | 54'071 CHF | 55'939 CHF | 100.00% | 100.00% |
23.05.2024 | 3.26% | 0.31 CHF | 0.32 CHF | 175'000 | 175'000 | 181'537 | 181'538 | 54'858 CHF | 56'674 CHF | 99.57% | 99.57% |
22.05.2024 | 4.56% | 0.25 CHF | 0.26 CHF | 225'000 | 225'000 | 241'328 | 241'327 | 51'793 CHF | 54'207 CHF | 98.21% | 98.21% |
21.05.2024 | 3.91% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 213'395 | 213'395 | 53'531 CHF | 55'665 CHF | 100.00% | 100.00% |
17.05.2024 | 4.30% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 228'317 | 228'315 | 52'042 CHF | 54'325 CHF | 100.00% | 100.00% |
16.05.2024 | 3.78% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 200'145 | 200'145 | 51'988 CHF | 53'990 CHF | 99.76% | 99.76% |
15.05.2024 | 4.21% | 0.25 CHF | 0.26 CHF | 225'000 | 225'000 | 231'966 | 231'964 | 53'930 CHF | 56'249 CHF | 100.00% | 100.00% |
14.05.2024 | 4.14% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 222'541 | 222'553 | 52'614 CHF | 54'843 CHF | 99.23% | 99.23% |
13.05.2024 | 5.30% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 286'112 | 286'111 | 52'558 CHF | 55'419 CHF | 100.00% | 100.00% |
10.05.2024 | 5.37% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 291'393 | 291'391 | 52'794 CHF | 55'708 CHF | 100.00% | 100.00% |