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 | 5.25% | 0.26 CHF | 0.27 CHF | 225'000 | 225'000 | 284'803 | 284'803 | 52'987 CHF | 55'835 CHF | 97.80% | 97.80% |
21.05.2024 | 5.27% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 278'242 | 278'242 | 51'421 CHF | 54'204 CHF | 99.39% | 99.39% |
17.05.2024 | 5.46% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 289'736 | 289'736 | 51'563 CHF | 54'460 CHF | 99.05% | 99.05% |
16.05.2024 | 3.73% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 203'889 | 203'889 | 53'820 CHF | 55'859 CHF | 99.25% | 99.25% |
15.05.2024 | 3.91% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 209'485 | 209'485 | 52'552 CHF | 54'647 CHF | 99.39% | 99.39% |
14.05.2024 | 4.18% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 225'053 | 225'053 | 52'682 CHF | 54'932 CHF | 99.18% | 99.18% |
13.05.2024 | 3.88% | 0.24 CHF | 0.25 CHF | 200'000 | 200'000 | 204'906 | 204'906 | 51'852 CHF | 53'901 CHF | 99.39% | 99.39% |
10.05.2024 | 3.58% | 0.28 CHF | 0.29 CHF | 175'000 | 175'000 | 196'880 | 196'880 | 54'046 CHF | 56'015 CHF | 99.39% | 99.39% |
08.05.2024 | 5.55% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 297'731 | 297'731 | 52'197 CHF | 55'174 CHF | 99.39% | 99.39% |
07.05.2024 | 5.58% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 300'913 | 298'106 | 52'298 CHF | 54'918 CHF | 99.25% | 99.25% |