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 | 2.91% | 0.34 CHF | 0.35 CHF | 195'000 | 195'000 | 193'254 | 193'254 | 66'107 CHF | 68'049 CHF | 100.00% | 100.00% |
22.05.2024 | 2.91% | 0.33 CHF | 0.34 CHF | 195'000 | 195'000 | 194'196 | 194'196 | 65'767 CHF | 67'709 CHF | 100.00% | 100.00% |
21.05.2024 | 2.98% | 0.33 CHF | 0.34 CHF | 195'000 | 195'000 | 193'956 | 193'956 | 64'238 CHF | 66'180 CHF | 100.00% | 100.00% |
17.05.2024 | 2.88% | 0.35 CHF | 0.36 CHF | 195'000 | 195'000 | 194'191 | 194'191 | 66'407 CHF | 68'349 CHF | 99.33% | 99.33% |
16.05.2024 | 3.04% | 0.32 CHF | 0.33 CHF | 195'000 | 195'000 | 192'173 | 192'173 | 62'436 CHF | 64'359 CHF | 100.00% | 100.00% |
15.05.2024 | 2.64% | 0.36 CHF | 0.37 CHF | 190'000 | 190'000 | 188'816 | 188'816 | 71'062 CHF | 72'954 CHF | 99.88% | 99.88% |
14.05.2024 | 2.92% | 0.36 CHF | 0.37 CHF | 190'000 | 190'000 | 190'818 | 190'818 | 64'440 CHF | 66'348 CHF | 100.00% | 100.00% |
13.05.2024 | 3.00% | 0.32 CHF | 0.33 CHF | 195'000 | 195'000 | 193'326 | 193'407 | 63'492 CHF | 65'452 CHF | 100.00% | 100.00% |
10.05.2024 | 2.95% | 0.33 CHF | 0.34 CHF | 195'000 | 195'000 | 193'610 | 193'610 | 64'760 CHF | 66'696 CHF | 100.00% | 100.00% |
08.05.2024 | 2.79% | 0.35 CHF | 0.36 CHF | 190'000 | 190'000 | 190'156 | 190'156 | 67'357 CHF | 69'259 CHF | 99.09% | 99.09% |