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 | 4.20% | 0.40 CHF | 0.42 CHF | 130'000 | 75'000 | 138'695 | 75'000 | 51'707 CHF | 29'179 CHF | 97.35% | 97.35% |
23.05.2024 | 4.29% | 0.37 CHF | 0.39 CHF | 140'000 | 75'000 | 131'666 | 75'000 | 51'349 CHF | 30'545 CHF | 98.01% | 98.01% |
22.05.2024 | 4.45% | 0.35 CHF | 0.37 CHF | 150'000 | 75'000 | 140'999 | 75'000 | 51'605 CHF | 28'723 CHF | 96.57% | 96.57% |
21.05.2024 | 4.53% | 0.36 CHF | 0.38 CHF | 140'000 | 75'000 | 148'460 | 75'000 | 51'323 CHF | 27'142 CHF | 100.00% | 100.00% |
17.05.2024 | 4.66% | 0.36 CHF | 0.37 CHF | 140'000 | 75'000 | 151'857 | 75'000 | 51'706 CHF | 26'787 CHF | 100.00% | 100.00% |
16.05.2024 | 7.71% | 0.29 CHF | 0.31 CHF | 180'000 | 75'000 | 83'732 | 49'678 | 23'885 CHF | 15'217 CHF | 98.89% | 98.89% |
15.05.2024 | 7.15% | 0.21 CHF | 0.24 CHF | 50'000 | 50'000 | 192'200 | 88'167 | 41'925 CHF | 20'479 CHF | 98.58% | 98.58% |
14.05.2024 | 7.86% | 0.21 CHF | 0.22 CHF | 240'000 | 75'000 | 253'261 | 75'000 | 50'444 CHF | 16'182 CHF | 92.95% | 92.95% |
13.05.2024 | 6.65% | 0.23 CHF | 0.24 CHF | 220'000 | 75'000 | 215'980 | 75'000 | 50'495 CHF | 18'762 CHF | 95.75% | 95.75% |
10.05.2024 | 6.30% | 0.24 CHF | 0.26 CHF | 210'000 | 100'000 | 210'176 | 100'000 | 50'392 CHF | 25'544 CHF | 99.52% | 99.52% |