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 | 5.69% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 301'690 | 301'690 | 51'537 CHF | 54'553 CHF | 99.38% | 99.38% |
23.05.2024 | 5.50% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 297'085 | 297'085 | 52'582 CHF | 55'553 CHF | 99.09% | 99.09% |
22.05.2024 | 5.29% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 281'404 | 281'404 | 51'715 CHF | 54'529 CHF | 97.95% | 97.95% |
21.05.2024 | 4.86% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 251'202 | 251'202 | 50'478 CHF | 52'990 CHF | 99.38% | 99.38% |
17.05.2024 | 5.27% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 287'784 | 287'784 | 53'140 CHF | 56'018 CHF | 99.05% | 99.05% |
16.05.2024 | 5.13% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 273'770 | 273'770 | 51'959 CHF | 54'696 CHF | 99.25% | 99.25% |
15.05.2024 | 6.96% | 0.16 CHF | 0.17 CHF | 350'000 | 350'000 | 376'193 | 376'193 | 52'222 CHF | 55'984 CHF | 99.38% | 99.38% |
14.05.2024 | 6.94% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 376'480 | 376'480 | 52'389 CHF | 56'154 CHF | 99.17% | 99.17% |
13.05.2024 | 7.47% | 0.13 CHF | 0.14 CHF | 425'000 | 425'000 | 402'248 | 402'248 | 51'903 CHF | 55'925 CHF | 99.39% | 99.39% |
10.05.2024 | 6.13% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 328'696 | 328'696 | 51'937 CHF | 55'224 CHF | 99.39% | 99.39% |