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 |
---|---|---|---|---|---|---|---|---|---|---|---|
21.05.2024 | 4.43% | 0.20 CHF | 0.21 CHF | 225'000 | 75'000 | 231'305 | 77'102 | 51'273 CHF | 17'862 CHF | 97.76% | 97.76% |
17.05.2024 | 3.38% | 0.29 CHF | 0.30 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 65'688 CHF | 22'646 CHF | 99.38% | 99.38% |
16.05.2024 | 2.79% | 0.36 CHF | 0.37 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 79'559 CHF | 27'270 CHF | 99.28% | 99.28% |
15.05.2024 | 2.71% | 0.38 CHF | 0.39 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 82'132 CHF | 28'127 CHF | 99.38% | 99.38% |
14.05.2024 | 2.87% | 0.36 CHF | 0.37 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 77'747 CHF | 26'666 CHF | 99.36% | 99.36% |
13.05.2024 | 3.31% | 0.29 CHF | 0.30 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 67'254 CHF | 23'168 CHF | 98.77% | 98.77% |
10.05.2024 | 3.03% | 0.33 CHF | 0.34 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 73'334 CHF | 25'195 CHF | 99.36% | 99.36% |
08.05.2024 | 4.00% | 0.27 CHF | 0.28 CHF | 225'000 | 75'000 | 229'975 | 76'658 | 56'350 CHF | 19'550 CHF | 99.37% | 99.37% |
07.05.2024 | 4.18% | 0.24 CHF | 0.25 CHF | 300'000 | 100'000 | 298'638 | 99'546 | 70'060 CHF | 24'349 CHF | 98.15% | 98.15% |
06.05.2024 | 4.17% | 0.23 CHF | 0.24 CHF | 300'000 | 100'000 | 299'670 | 99'890 | 70'389 CHF | 24'462 CHF | 99.37% | 99.37% |