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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24.05.2024 | 5.41% | 0.27 CHF | 0.28 CHF | 190'000 | 75'000 | 198'021 | 75'000 | 51'465 CHF | 20'592 CHF | 97.35% | 97.35% |
23.05.2024 | 7.28% | 0.25 CHF | 0.27 CHF | 200'000 | 75'000 | 203'132 | 75'000 | 50'125 CHF | 19'915 CHF | 99.41% | 99.41% |
22.05.2024 | 6.10% | 0.25 CHF | 0.27 CHF | 200'000 | 75'000 | 194'419 | 75'000 | 50'759 CHF | 20'870 CHF | 97.29% | 97.29% |
21.05.2024 | 6.05% | 0.27 CHF | 0.29 CHF | 190'000 | 75'000 | 198'542 | 75'000 | 50'836 CHF | 20'570 CHF | 100.00% | 100.00% |
17.05.2024 | 7.80% | 0.22 CHF | 0.24 CHF | 230'000 | 75'000 | 241'111 | 75'000 | 50'311 CHF | 16'938 CHF | 100.00% | 100.00% |
16.05.2024 | 6.73% | 0.22 CHF | 0.24 CHF | 230'000 | 75'000 | 234'995 | 75'000 | 50'466 CHF | 17'243 CHF | 99.02% | 99.02% |
15.05.2024 | 6.51% | 0.26 CHF | 0.27 CHF | 200'000 | 75'000 | 205'476 | 74'254 | 50'068 CHF | 19'319 CHF | 98.90% | 98.90% |
14.05.2024 | 6.29% | 0.24 CHF | 0.25 CHF | 210'000 | 75'000 | 210'835 | 75'000 | 50'389 CHF | 19'102 CHF | 99.98% | 99.98% |
13.05.2024 | 8.59% | 0.19 CHF | 0.21 CHF | 270'000 | 75'000 | 278'897 | 75'000 | 50'531 CHF | 14'815 CHF | 100.00% | 100.00% |
10.05.2024 | 9.29% | 0.17 CHF | 0.19 CHF | 300'000 | 75'000 | 309'329 | 75'000 | 51'037 CHF | 13'606 CHF | 100.00% | 100.00% |