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 | 6.10% | 0.17 CHF | 0.18 CHF | 189'008 | 50'000 | 195'264 | 50'000 | 31'829 CHF | 8'666 CHF | 100.00% | 100.00% |
24.05.2024 | 6.38% | 0.17 CHF | 0.18 CHF | 185'631 | 50'000 | 189'154 | 50'000 | 32'017 CHF | 9'025 CHF | 96.54% | 96.54% |
23.05.2024 | 6.01% | 0.19 CHF | 0.20 CHF | 180'849 | 50'000 | 179'727 | 50'000 | 31'834 CHF | 9'411 CHF | 96.86% | 96.86% |
22.05.2024 | 6.85% | 0.15 CHF | 0.16 CHF | 199'652 | 50'000 | 200'880 | 50'000 | 30'865 CHF | 8'228 CHF | 94.12% | 94.12% |
21.05.2024 | 6.92% | 0.15 CHF | 0.16 CHF | 201'993 | 50'000 | 201'242 | 50'000 | 30'606 CHF | 8'150 CHF | 98.72% | 98.72% |
17.05.2024 | 6.79% | 0.15 CHF | 0.16 CHF | 199'610 | 50'000 | 200'385 | 50'000 | 31'905 CHF | 8'525 CHF | 100.00% | 100.00% |
16.05.2024 | 6.08% | 0.16 CHF | 0.18 CHF | 188'599 | 50'000 | 183'802 | 50'000 | 32'218 CHF | 9'324 CHF | 97.32% | 97.32% |
15.05.2024 | 6.65% | 0.16 CHF | 0.17 CHF | 193'273 | 50'000 | 206'138 | 49'461 | 31'684 CHF | 8'146 CHF | 85.26% | 85.26% |
14.05.2024 | 7.37% | 0.15 CHF | 0.16 CHF | 216'569 | 50'000 | 219'038 | 49'361 | 31'171 CHF | 7'557 CHF | 99.90% | 99.90% |
13.05.2024 | 8.66% | 0.13 CHF | 0.14 CHF | 237'152 | 50'000 | 241'097 | 50'000 | 29'912 CHF | 6'766 CHF | 100.00% | 100.00% |