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 | 1.93% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 100'343 | 100'344 | 51'501 CHF | 52'505 CHF | 99.62% | 99.62% |
22.05.2024 | 2.24% | 0.47 CHF | 0.48 CHF | 125'000 | 125'000 | 125'357 | 125'358 | 55'486 CHF | 56'740 CHF | 98.47% | 98.47% |
21.05.2024 | 2.63% | 0.39 CHF | 0.40 CHF | 150'000 | 150'000 | 147'656 | 147'656 | 55'365 CHF | 56'842 CHF | 100.00% | 100.00% |
17.05.2024 | 2.79% | 0.34 CHF | 0.35 CHF | 150'000 | 150'000 | 151'717 | 151'717 | 53'596 CHF | 55'113 CHF | 100.00% | 100.00% |
16.05.2024 | 3.31% | 0.31 CHF | 0.32 CHF | 175'000 | 175'000 | 180'538 | 180'538 | 53'671 CHF | 55'477 CHF | 99.84% | 99.84% |
15.05.2024 | 3.34% | 0.29 CHF | 0.30 CHF | 175'000 | 175'000 | 175'525 | 175'548 | 51'757 CHF | 53'519 CHF | 100.00% | 100.00% |
14.05.2024 | 3.86% | 0.29 CHF | 0.30 CHF | 200'000 | 200'000 | 208'723 | 208'724 | 53'168 CHF | 55'256 CHF | 99.79% | 99.79% |
13.05.2024 | 4.97% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 263'338 | 263'336 | 51'667 CHF | 54'300 CHF | 100.00% | 100.00% |
10.05.2024 | 4.82% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 251'438 | 251'437 | 50'912 CHF | 53'426 CHF | 100.00% | 100.00% |
08.05.2024 | 4.81% | 0.19 CHF | 0.20 CHF | 250'000 | 250'000 | 251'358 | 251'359 | 51'022 CHF | 53'536 CHF | 100.00% | 100.00% |