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 | 3.46% | 0.29 CHF | 0.30 CHF | 180'000 | 100'000 | 180'338 | 100'000 | 51'257 CHF | 29'426 CHF | 78.57% | 78.57% |
23.05.2024 | 3.61% | 0.27 CHF | 0.28 CHF | 190'000 | 100'000 | 188'297 | 100'000 | 51'147 CHF | 28'170 CHF | 98.55% | 98.55% |
22.05.2024 | 3.65% | 0.27 CHF | 0.28 CHF | 190'000 | 100'000 | 190'716 | 100'000 | 51'336 CHF | 27'928 CHF | 91.57% | 91.57% |
21.05.2024 | 3.68% | 0.26 CHF | 0.27 CHF | 200'000 | 100'000 | 193'110 | 100'000 | 51'518 CHF | 27'689 CHF | 99.99% | 99.99% |
17.05.2024 | 3.60% | 0.27 CHF | 0.28 CHF | 190'000 | 100'000 | 187'100 | 100'000 | 51'054 CHF | 28'298 CHF | 100.00% | 100.00% |
16.05.2024 | 3.25% | 0.29 CHF | 0.30 CHF | 180'000 | 100'000 | 170'805 | 100'000 | 51'762 CHF | 31'311 CHF | 88.07% | 88.07% |
15.05.2024 | 3.56% | 0.29 CHF | 0.30 CHF | 180'000 | 100'000 | 183'204 | 99'148 | 50'777 CHF | 28'485 CHF | 87.92% | 87.92% |
14.05.2024 | 3.65% | 0.28 CHF | 0.29 CHF | 180'000 | 100'000 | 190'873 | 100'000 | 51'303 CHF | 27'913 CHF | 96.77% | 96.77% |
13.05.2024 | 3.64% | 0.27 CHF | 0.28 CHF | 190'000 | 100'000 | 190'411 | 100'000 | 51'325 CHF | 27'959 CHF | 80.36% | 80.36% |
10.05.2024 | 3.61% | 0.27 CHF | 0.28 CHF | 190'000 | 100'000 | 187'600 | 100'000 | 51'084 CHF | 28'240 CHF | 99.98% | 99.98% |