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 | 3.35% | 0.34 CHF | 0.35 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 47'137 CHF | 48'737 CHF | 100.00% | 100.00% |
23.05.2024 | 3.27% | 0.30 CHF | 0.31 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 51'182 CHF | 52'882 CHF | 99.98% | 99.98% |
22.05.2024 | 3.58% | 0.27 CHF | 0.28 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 46'604 CHF | 48'304 CHF | 100.00% | 100.00% |
21.05.2024 | 3.93% | 0.27 CHF | 0.28 CHF | 180'000 | 180'000 | 179'861 | 179'861 | 45'012 CHF | 46'812 CHF | 99.27% | 99.27% |
17.05.2024 | 3.81% | 0.27 CHF | 0.28 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 46'416 CHF | 48'216 CHF | 98.98% | 98.98% |
16.05.2024 | 3.79% | 0.25 CHF | 0.26 CHF | 170'000 | 170'000 | 169'752 | 169'752 | 44'157 CHF | 45'857 CHF | 100.00% | 100.00% |
15.05.2024 | 3.68% | 0.28 CHF | 0.29 CHF | 180'000 | 180'000 | 179'665 | 179'665 | 48'144 CHF | 49'944 CHF | 100.00% | 100.00% |
14.05.2024 | 4.21% | 0.25 CHF | 0.26 CHF | 180'000 | 180'000 | 180'045 | 180'045 | 41'950 CHF | 43'751 CHF | 99.98% | 99.98% |
13.05.2024 | 4.10% | 0.23 CHF | 0.24 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 43'040 CHF | 44'840 CHF | 100.00% | 100.00% |
10.05.2024 | 4.98% | 0.22 CHF | 0.23 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 37'446 CHF | 39'346 CHF | 100.00% | 100.00% |