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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 6.49% | 0.15 CHF | 0.16 CHF | 375'000 | 375'000 | 352'005 | 352'010 | 52'499 CHF | 56'020 CHF | 99.41% | 99.41% |
22.05.2024 | 6.68% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 363'502 | 363'501 | 52'564 CHF | 56'198 CHF | 98.43% | 98.43% |
21.05.2024 | 5.62% | 0.14 CHF | 0.15 CHF | 350'000 | 350'000 | 299'442 | 299'442 | 51'723 CHF | 54'717 CHF | 99.97% | 99.97% |
17.05.2024 | 4.92% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 257'291 | 257'292 | 50'993 CHF | 53'566 CHF | 100.00% | 100.00% |
16.05.2024 | 4.76% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 51'317 CHF | 53'817 CHF | 99.82% | 99.82% |
15.05.2024 | 4.95% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 267'508 | 267'505 | 52'716 CHF | 55'390 CHF | 99.98% | 99.98% |
14.05.2024 | 6.20% | 0.15 CHF | 0.16 CHF | 325'000 | 325'000 | 332'161 | 332'156 | 51'931 CHF | 55'252 CHF | 98.82% | 98.82% |
13.05.2024 | 5.12% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 274'920 | 274'916 | 52'288 CHF | 55'037 CHF | 99.99% | 99.99% |
10.05.2024 | 4.52% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 54'026 CHF | 56'526 CHF | 100.00% | 100.00% |
08.05.2024 | 4.64% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 250'318 | 250'318 | 52'746 CHF | 55'250 CHF | 99.99% | 99.99% |