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 | 5.44% | 0.18 CHF | 0.19 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 44'709 CHF | 47'209 CHF | 100.00% | 100.00% |
28.05.2024 | 5.92% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 49'179 CHF | 52'179 CHF | 100.00% | 100.00% |
27.05.2024 | 6.06% | 0.16 CHF | 0.17 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 48'000 CHF | 51'000 CHF | 99.94% | 99.94% |
24.05.2024 | 6.10% | 0.16 CHF | 0.17 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 47'672 CHF | 50'672 CHF | 100.00% | 100.00% |
23.05.2024 | 6.81% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 330'676 | 330'676 | 46'992 CHF | 50'299 CHF | 100.00% | 100.00% |
22.05.2024 | 6.24% | 0.15 CHF | 0.16 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 31'092 CHF | 33'092 CHF | 100.00% | 100.00% |
21.05.2024 | 5.91% | 0.15 CHF | 0.16 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 32'928 CHF | 34'928 CHF | 100.00% | 100.00% |
17.05.2024 | 6.07% | 0.16 CHF | 0.17 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 31'968 CHF | 33'968 CHF | 100.00% | 100.00% |
16.05.2024 | 6.44% | 0.15 CHF | 0.16 CHF | 225'000 | 225'000 | 226'321 | 226'321 | 34'001 CHF | 36'264 CHF | 100.00% | 100.00% |
15.05.2024 | 6.88% | 0.15 CHF | 0.16 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 31'609 CHF | 33'859 CHF | 100.00% | 100.00% |