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 | 4.94% | 0.22 CHF | 0.23 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 88'945 CHF | 31'148 CHF | 99.25% | 99.25% |
22.05.2024 | 4.62% | 0.20 CHF | 0.21 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 95'260 CHF | 33'253 CHF | 99.37% | 99.37% |
21.05.2024 | 4.28% | 0.22 CHF | 0.23 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 103'073 CHF | 35'858 CHF | 99.27% | 99.27% |
17.05.2024 | 4.01% | 0.24 CHF | 0.25 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 110'014 CHF | 38'171 CHF | 99.17% | 99.17% |
16.05.2024 | 4.08% | 0.25 CHF | 0.26 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 108'208 CHF | 37'569 CHF | 99.36% | 99.36% |
15.05.2024 | 4.07% | 0.23 CHF | 0.24 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 108'285 CHF | 37'595 CHF | 99.12% | 99.12% |
14.05.2024 | 4.21% | 0.25 CHF | 0.26 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 105'378 CHF | 36'626 CHF | 99.36% | 99.36% |
13.05.2024 | 4.74% | 0.20 CHF | 0.21 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 92'709 CHF | 32'403 CHF | 98.90% | 98.90% |
10.05.2024 | 4.69% | 0.20 CHF | 0.21 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 93'869 CHF | 32'790 CHF | 99.36% | 99.36% |
08.05.2024 | 6.39% | 0.19 CHF | 0.20 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 68'645 CHF | 24'382 CHF | 99.36% | 99.36% |