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 | 5.03% | 0.19 CHF | 0.20 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 43'669 CHF | 45'919 CHF | 99.55% | 99.55% |
23.05.2024 | 5.22% | 0.18 CHF | 0.19 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 41'979 CHF | 44'229 CHF | 99.43% | 99.48% |
22.05.2024 | 4.93% | 0.19 CHF | 0.20 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 39'624 CHF | 41'624 CHF | 99.49% | 99.49% |
21.05.2024 | 4.88% | 0.20 CHF | 0.21 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 40'000 CHF | 42'000 CHF | 99.55% | 99.55% |
17.05.2024 | 5.12% | 0.19 CHF | 0.20 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 42'848 CHF | 45'098 CHF | 98.89% | 98.89% |
16.05.2024 | 4.89% | 0.20 CHF | 0.21 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 39'877 CHF | 41'877 CHF | 99.51% | 99.51% |
15.05.2024 | 4.66% | 0.20 CHF | 0.21 CHF | 150'000 | 150'000 | 168'909 | 168'909 | 35'501 CHF | 37'190 CHF | 99.53% | 99.53% |
14.05.2024 | 3.77% | 0.26 CHF | 0.27 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 39'011 CHF | 40'511 CHF | 99.52% | 99.52% |
13.05.2024 | 3.68% | 0.28 CHF | 0.29 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 39'984 CHF | 41'484 CHF | 99.50% | 99.54% |
10.05.2024 | 3.70% | 0.27 CHF | 0.28 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 39'761 CHF | 41'261 CHF | 99.55% | 99.55% |