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 | 5.95% | 0.16 CHF | 0.17 CHF | 360'000 | 360'000 | 157'624 | 157'624 | 26'235 CHF | 27'817 CHF | 99.45% | 99.45% |
22.05.2024 | 5.82% | 0.17 CHF | 0.18 CHF | 350'000 | 350'000 | 155'961 | 155'961 | 26'552 CHF | 28'117 CHF | 99.33% | 99.33% |
21.05.2024 | 6.21% | 0.16 CHF | 0.17 CHF | 370'000 | 370'000 | 168'606 | 168'606 | 27'239 CHF | 28'933 CHF | 98.55% | 98.55% |
17.05.2024 | 5.99% | 0.17 CHF | 0.18 CHF | 360'000 | 360'000 | 160'954 | 160'954 | 26'731 CHF | 28'346 CHF | 99.50% | 99.50% |
16.05.2024 | 6.04% | 0.17 CHF | 0.18 CHF | 370'000 | 370'000 | 167'506 | 167'506 | 28'194 CHF | 29'884 CHF | 99.43% | 99.43% |
15.05.2024 | 5.62% | 0.17 CHF | 0.18 CHF | 350'000 | 350'000 | 155'746 | 155'746 | 27'323 CHF | 28'889 CHF | 98.29% | 98.29% |
14.05.2024 | 5.56% | 0.19 CHF | 0.20 CHF | 340'000 | 340'000 | 151'982 | 151'982 | 27'621 CHF | 29'149 CHF | 98.12% | 98.12% |
13.05.2024 | 6.19% | 0.17 CHF | 0.18 CHF | 380'000 | 380'000 | 169'753 | 169'753 | 27'761 CHF | 29'466 CHF | 99.77% | 99.77% |
10.05.2024 | 5.43% | 0.17 CHF | 0.18 CHF | 340'000 | 340'000 | 153'901 | 153'901 | 27'745 CHF | 29'291 CHF | 100.00% | 100.00% |
08.05.2024 | 5.26% | 0.19 CHF | 0.20 CHF | 330'000 | 330'000 | 150'281 | 150'281 | 28'319 CHF | 29'829 CHF | 98.76% | 98.76% |