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 | 4.36% | 0.19 CHF | 0.20 CHF | 260'000 | 200'000 | 249'228 | 197'480 | 50'254 CHF | 41'635 CHF | 96.74% | 96.74% |
23.05.2024 | 3.40% | 0.23 CHF | 0.24 CHF | 230'000 | 200'000 | 206'622 | 200'000 | 52'005 CHF | 52'167 CHF | 97.97% | 97.97% |
22.05.2024 | 3.67% | 0.21 CHF | 0.22 CHF | 240'000 | 200'000 | 218'215 | 200'000 | 51'269 CHF | 48'927 CHF | 90.59% | 90.59% |
21.05.2024 | 4.29% | 0.30 CHF | 0.31 CHF | 200'000 | 200'000 | 148'974 | 148'974 | 46'101 CHF | 47'888 CHF | 100.00% | 100.00% |
17.05.2024 | 2.66% | 0.33 CHF | 0.34 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 65'672 CHF | 67'443 CHF | 100.00% | 100.00% |
16.05.2024 | 3.38% | 0.30 CHF | 0.31 CHF | 200'000 | 200'000 | 178'272 | 178'272 | 54'674 CHF | 56'403 CHF | 88.94% | 88.94% |
15.05.2024 | 5.42% | 0.16 CHF | 0.17 CHF | 310'000 | 200'000 | 333'644 | 198'016 | 50'790 CHF | 31'932 CHF | 97.42% | 97.42% |
14.05.2024 | 8.57% | 0.12 CHF | 0.13 CHF | 430'000 | 200'000 | 440'338 | 191'950 | 46'620 CHF | 22'113 CHF | 86.05% | 86.05% |
13.05.2024 | 5.50% | 0.17 CHF | 0.18 CHF | 300'000 | 200'000 | 341'487 | 200'000 | 50'823 CHF | 31'537 CHF | 85.00% | 85.00% |
10.05.2024 | 5.62% | 0.14 CHF | 0.14 CHF | 370'000 | 200'000 | 351'932 | 200'000 | 50'716 CHF | 30'515 CHF | 93.05% | 93.05% |