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 | 4.04% | 0.25 CHF | 0.26 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 41'254 CHF | 42'954 CHF | 100.00% | 100.00% |
23.05.2024 | 3.65% | 0.26 CHF | 0.27 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 43'045 CHF | 44'645 CHF | 100.00% | 100.00% |
22.05.2024 | 3.24% | 0.30 CHF | 0.31 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 48'676 CHF | 50'276 CHF | 100.00% | 100.00% |
21.05.2024 | 3.13% | 0.31 CHF | 0.32 CHF | 150'000 | 150'000 | 149'846 | 149'846 | 47'259 CHF | 48'759 CHF | 99.52% | 99.52% |
17.05.2024 | 2.93% | 0.34 CHF | 0.35 CHF | 150'000 | 150'000 | 150'753 | 150'753 | 50'695 CHF | 52'203 CHF | 98.88% | 98.88% |
16.05.2024 | 3.01% | 0.34 CHF | 0.35 CHF | 150'000 | 150'000 | 149'779 | 149'779 | 49'242 CHF | 50'742 CHF | 100.00% | 100.00% |
15.05.2024 | 2.89% | 0.34 CHF | 0.35 CHF | 150'000 | 150'000 | 150'264 | 150'264 | 51'518 CHF | 53'024 CHF | 100.00% | 100.00% |
14.05.2024 | 2.95% | 0.34 CHF | 0.35 CHF | 150'000 | 150'000 | 149'918 | 149'918 | 50'107 CHF | 51'607 CHF | 100.00% | 100.00% |
13.05.2024 | 2.75% | 0.35 CHF | 0.36 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 57'509 CHF | 59'109 CHF | 100.00% | 100.00% |
10.05.2024 | 2.92% | 0.33 CHF | 0.34 CHF | 170'000 | 170'000 | 165'511 | 165'511 | 55'808 CHF | 57'463 CHF | 100.00% | 100.00% |