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 | 5.81% | 0.16 CHF | 0.17 CHF | 300'000 | 300'000 | 306'261 | 306'260 | 51'169 CHF | 54'231 CHF | 99.61% | 99.61% |
22.05.2024 | 5.59% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 52'211 CHF | 55'211 CHF | 98.49% | 98.49% |
21.05.2024 | 5.50% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 299'480 | 299'481 | 52'983 CHF | 55'978 CHF | 100.00% | 100.00% |
17.05.2024 | 5.74% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 310'845 | 310'845 | 52'684 CHF | 55'792 CHF | 100.00% | 100.00% |
16.05.2024 | 5.88% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 311'857 | 311'857 | 51'428 CHF | 54'546 CHF | 99.83% | 99.83% |
15.05.2024 | 5.40% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 298'441 | 298'442 | 53'731 CHF | 56'716 CHF | 100.00% | 100.00% |
14.05.2024 | 5.51% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 297'913 | 297'913 | 52'625 CHF | 55'604 CHF | 99.79% | 99.79% |
13.05.2024 | 5.67% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 51'448 CHF | 54'448 CHF | 100.00% | 100.00% |
10.05.2024 | 5.54% | 0.16 CHF | 0.17 CHF | 300'000 | 300'000 | 295'179 | 295'176 | 51'862 CHF | 54'813 CHF | 100.00% | 100.00% |
08.05.2024 | 5.15% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 275'691 | 275'699 | 52'186 CHF | 54'945 CHF | 100.00% | 100.00% |