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 |
---|---|---|---|---|---|---|---|---|---|---|---|
27.05.2024 | 4.50% | 0.31 CHF | 0.32 CHF | 160'682 | 75'000 | 160'214 | 75'000 | 51'011 CHF | 24'981 CHF | 97.22% | 97.22% |
24.05.2024 | 3.83% | 0.32 CHF | 0.33 CHF | 160'000 | 75'000 | 145'054 | 75'000 | 51'835 CHF | 27'898 CHF | 97.35% | 97.35% |
23.05.2024 | 3.93% | 0.32 CHF | 0.33 CHF | 160'707 | 75'000 | 151'351 | 75'000 | 51'368 CHF | 26'527 CHF | 70.12% | 70.12% |
22.05.2024 | 3.84% | 0.37 CHF | 0.39 CHF | 140'000 | 75'000 | 141'799 | 75'000 | 51'765 CHF | 28'469 CHF | 97.30% | 97.30% |
21.05.2024 | 4.25% | 0.33 CHF | 0.35 CHF | 160'000 | 75'000 | 156'972 | 75'000 | 51'286 CHF | 25'600 CHF | 80.83% | 80.83% |
17.05.2024 | 3.65% | 0.36 CHF | 0.37 CHF | 140'000 | 75'000 | 137'330 | 75'000 | 52'123 CHF | 29'539 CHF | 100.00% | 100.00% |
16.05.2024 | 4.02% | 0.38 CHF | 0.39 CHF | 140'000 | 75'000 | 153'448 | 75'000 | 51'742 CHF | 26'366 CHF | 99.25% | 99.25% |
15.05.2024 | 4.25% | 0.33 CHF | 0.34 CHF | 159'646 | 75'000 | 148'415 | 74'496 | 51'500 CHF | 27'115 CHF | 98.90% | 98.90% |
14.05.2024 | 2.97% | 0.42 CHF | 0.43 CHF | 120'000 | 75'000 | 113'453 | 75'000 | 51'841 CHF | 35'354 CHF | 99.99% | 99.99% |
13.05.2024 | 3.24% | 0.43 CHF | 0.44 CHF | 120'000 | 75'000 | 120'070 | 75'000 | 52'071 CHF | 33'598 CHF | 100.00% | 100.00% |