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 | 3.70% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 53'103 CHF | 55'103 CHF | 99.69% | 99.69% |
22.05.2024 | 3.64% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 53'991 CHF | 55'991 CHF | 98.55% | 98.55% |
21.05.2024 | 3.85% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 203'156 | 203'156 | 51'832 CHF | 53'864 CHF | 100.00% | 100.00% |
17.05.2024 | 4.27% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 229'442 | 229'442 | 52'627 CHF | 54'922 CHF | 99.67% | 99.67% |
16.05.2024 | 4.11% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 223'116 | 223'116 | 53'178 CHF | 55'409 CHF | 99.86% | 99.86% |
15.05.2024 | 3.93% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 206'542 | 206'542 | 51'475 CHF | 53'541 CHF | 100.00% | 100.00% |
14.05.2024 | 4.50% | 0.23 CHF | 0.24 CHF | 250'000 | 250'000 | 247'913 | 247'913 | 53'886 CHF | 56'365 CHF | 99.78% | 99.78% |
13.05.2024 | 4.59% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 249'408 | 249'408 | 53'173 CHF | 55'667 CHF | 100.00% | 100.00% |
10.05.2024 | 3.32% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 179'286 | 179'286 | 53'168 CHF | 54'961 CHF | 100.00% | 100.00% |
08.05.2024 | 3.35% | 0.29 CHF | 0.30 CHF | 175'000 | 175'000 | 178'786 | 178'786 | 52'533 CHF | 54'320 CHF | 100.00% | 100.00% |