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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29.05.2024 | 10.62% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 575'227 | 306'342 | 51'267 CHF | 30'451 CHF | 99.58% | 99.58% |
28.05.2024 | 8.72% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 469'068 | 469'068 | 51'494 CHF | 56'184 CHF | 99.82% | 99.82% |
27.05.2024 | 8.56% | 0.11 CHF | 0.12 CHF | 425'000 | 425'000 | 463'279 | 463'279 | 51'827 CHF | 56'460 CHF | 100.00% | 100.00% |
24.05.2024 | 8.64% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 468'230 | 468'230 | 51'844 CHF | 56'526 CHF | 100.00% | 100.00% |
23.05.2024 | 8.44% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 454'381 | 454'381 | 51'591 CHF | 56'134 CHF | 99.68% | 99.68% |
22.05.2024 | 7.61% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 405'158 | 405'158 | 51'217 CHF | 55'268 CHF | 98.51% | 98.51% |
21.05.2024 | 5.02% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 267'086 | 267'086 | 51'857 CHF | 54'528 CHF | 100.00% | 100.00% |
17.05.2024 | 4.96% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 260'155 | 260'155 | 51'174 CHF | 53'776 CHF | 99.65% | 99.65% |
16.05.2024 | 5.07% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 268'526 | 268'526 | 51'617 CHF | 54'302 CHF | 99.86% | 99.86% |
15.05.2024 | 5.35% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 286'208 | 286'208 | 52'116 CHF | 54'978 CHF | 100.00% | 100.00% |