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 | 2.97% | 0.33 CHF | 0.34 CHF | 160'000 | 100'000 | 157'418 | 100'000 | 52'150 CHF | 34'144 CHF | 98.34% | 98.34% |
22.05.2024 | 2.92% | 0.33 CHF | 0.34 CHF | 160'000 | 100'000 | 153'815 | 100'000 | 51'944 CHF | 34'790 CHF | 92.19% | 92.19% |
21.05.2024 | 3.28% | 0.30 CHF | 0.31 CHF | 170'000 | 100'000 | 171'647 | 100'000 | 51'426 CHF | 30'970 CHF | 99.99% | 99.99% |
17.05.2024 | 3.09% | 0.32 CHF | 0.33 CHF | 160'000 | 100'000 | 162'369 | 100'000 | 51'691 CHF | 32'850 CHF | 100.00% | 100.00% |
16.05.2024 | 3.06% | 0.33 CHF | 0.34 CHF | 160'000 | 100'000 | 160'000 | 100'000 | 51'485 CHF | 33'178 CHF | 90.35% | 90.35% |
15.05.2024 | 3.09% | 0.33 CHF | 0.34 CHF | 160'000 | 100'000 | 160'069 | 99'123 | 51'830 CHF | 33'098 CHF | 85.60% | 85.60% |
14.05.2024 | 2.93% | 0.34 CHF | 0.35 CHF | 150'000 | 100'000 | 154'942 | 100'000 | 52'097 CHF | 34'670 CHF | 99.37% | 99.37% |
13.05.2024 | 3.01% | 0.31 CHF | 0.32 CHF | 170'000 | 100'000 | 159'182 | 100'000 | 52'137 CHF | 33'793 CHF | 99.16% | 99.16% |
10.05.2024 | 3.01% | 0.33 CHF | 0.34 CHF | 160'000 | 100'000 | 160'806 | 100'000 | 52'630 CHF | 33'738 CHF | 100.00% | 100.00% |
08.05.2024 | 3.24% | 0.32 CHF | 0.33 CHF | 160'000 | 100'000 | 169'812 | 100'000 | 51'579 CHF | 31'400 CHF | 99.48% | 99.48% |