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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.05.2024 | 3.32% | 0.31 CHF | 0.32 CHF | 170'000 | 100'000 | 174'086 | 58'444 | 51'588 CHF | 18'069 CHF | 96.31% | 96.31% |
21.05.2024 | 3.93% | 0.28 CHF | 0.29 CHF | 180'000 | 100'000 | 202'193 | 57'752 | 50'431 CHF | 15'207 CHF | 99.47% | 99.47% |
17.05.2024 | 4.79% | 0.18 CHF | 0.19 CHF | 280'000 | 100'000 | 247'630 | 57'770 | 50'468 CHF | 12'164 CHF | 98.85% | 98.85% |
16.05.2024 | 4.31% | 0.22 CHF | 0.23 CHF | 230'000 | 100'000 | 222'931 | 57'754 | 50'579 CHF | 13'726 CHF | 99.51% | 99.51% |
15.05.2024 | 5.74% | 0.20 CHF | 0.21 CHF | 250'000 | 100'000 | 301'728 | 57'807 | 50'998 CHF | 10'646 CHF | 98.39% | 98.39% |
14.05.2024 | 6.72% | 0.15 CHF | 0.16 CHF | 340'000 | 100'000 | 352'673 | 57'882 | 50'757 CHF | 8'941 CHF | 97.70% | 97.70% |
13.05.2024 | 5.61% | 0.15 CHF | 0.16 CHF | 340'000 | 100'000 | 293'508 | 58'477 | 50'841 CHF | 10'455 CHF | 97.61% | 97.61% |
10.05.2024 | 6.30% | 0.15 CHF | 0.16 CHF | 340'000 | 100'000 | 332'319 | 57'545 | 51'071 CHF | 9'433 CHF | 98.51% | 98.51% |
08.05.2024 | 6.87% | 0.15 CHF | 0.16 CHF | 340'000 | 100'000 | 360'213 | 57'766 | 50'665 CHF | 8'708 CHF | 99.23% | 99.23% |
07.05.2024 | 5.85% | 0.16 CHF | 0.17 CHF | 320'000 | 100'000 | 307'896 | 57'753 | 51'055 CHF | 10'110 CHF | 99.46% | 99.46% |