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 | 3.19% | 0.31 CHF | 0.32 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 69'334 CHF | 71'584 CHF | 98.49% | 98.49% |
21.05.2024 | 3.16% | 0.31 CHF | 0.32 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 70'089 CHF | 72'339 CHF | 100.00% | 100.00% |
17.05.2024 | 3.10% | 0.32 CHF | 0.33 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 71'482 CHF | 73'732 CHF | 100.00% | 100.00% |
16.05.2024 | 2.87% | 0.34 CHF | 0.35 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 77'319 CHF | 79'569 CHF | 99.84% | 99.84% |
15.05.2024 | 3.10% | 0.34 CHF | 0.35 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 71'572 CHF | 73'822 CHF | 99.75% | 99.75% |
14.05.2024 | 3.69% | 0.29 CHF | 0.30 CHF | 225'000 | 225'000 | 243'027 | 243'027 | 64'619 CHF | 67'049 CHF | 98.97% | 98.97% |
13.05.2024 | 3.56% | 0.26 CHF | 0.27 CHF | 250'000 | 250'000 | 240'326 | 240'328 | 66'265 CHF | 68'668 CHF | 100.00% | 100.00% |
10.05.2024 | 3.54% | 0.27 CHF | 0.28 CHF | 225'000 | 225'000 | 241'552 | 241'552 | 67'067 CHF | 69'483 CHF | 100.00% | 100.00% |
08.05.2024 | 3.58% | 0.27 CHF | 0.28 CHF | 250'000 | 250'000 | 249'480 | 249'481 | 68'442 CHF | 70'937 CHF | 100.00% | 100.00% |
07.05.2024 | 4.01% | 0.25 CHF | 0.26 CHF | 250'000 | 250'000 | 250'501 | 250'505 | 61'431 CHF | 63'937 CHF | 99.82% | 99.82% |