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 | 5.46% | 0.17 CHF | 0.18 CHF | 300'000 | 100'000 | 278'305 | 100'000 | 50'945 CHF | 19'386 CHF | 89.77% | 89.77% |
23.05.2024 | 5.78% | 0.18 CHF | 0.19 CHF | 280'000 | 100'000 | 289'603 | 100'000 | 50'714 CHF | 18'574 CHF | 97.66% | 97.66% |
22.05.2024 | 5.25% | 0.20 CHF | 0.21 CHF | 250'000 | 100'000 | 259'039 | 100'000 | 50'463 CHF | 20'559 CHF | 96.69% | 96.69% |
21.05.2024 | 4.79% | 0.20 CHF | 0.21 CHF | 250'000 | 100'000 | 242'258 | 100'000 | 50'375 CHF | 21'831 CHF | 99.93% | 99.93% |
17.05.2024 | 4.87% | 0.20 CHF | 0.21 CHF | 250'000 | 100'000 | 247'516 | 100'000 | 50'099 CHF | 21'258 CHF | 100.00% | 100.00% |
16.05.2024 | 5.28% | 0.20 CHF | 0.21 CHF | 250'000 | 100'000 | 258'011 | 100'000 | 50'344 CHF | 20'598 CHF | 97.20% | 97.20% |
15.05.2024 | 5.19% | 0.18 CHF | 0.19 CHF | 280'000 | 100'000 | 265'086 | 99'230 | 50'568 CHF | 19'974 CHF | 98.15% | 98.15% |
14.05.2024 | 4.50% | 0.21 CHF | 0.22 CHF | 240'000 | 100'000 | 231'305 | 100'000 | 50'573 CHF | 22'876 CHF | 100.00% | 100.00% |
13.05.2024 | 4.63% | 0.22 CHF | 0.23 CHF | 230'000 | 100'000 | 231'497 | 100'000 | 50'564 CHF | 22'885 CHF | 99.36% | 99.36% |
10.05.2024 | 3.85% | 0.24 CHF | 0.25 CHF | 210'000 | 100'000 | 199'501 | 100'000 | 50'862 CHF | 26'557 CHF | 100.00% | 100.00% |