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 | 4.48% | 0.24 CHF | 0.25 CHF | 210'000 | 200'000 | 212'109 | 83'633 | 51'115 CHF | 20'970 CHF | 99.67% | 99.67% |
23.05.2024 | 4.28% | 0.25 CHF | 0.26 CHF | 210'000 | 200'000 | 202'054 | 83'633 | 50'953 CHF | 21'914 CHF | 99.68% | 99.68% |
22.05.2024 | 3.88% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 184'610 | 83'907 | 50'958 CHF | 23'463 CHF | 98.54% | 98.54% |
21.05.2024 | 3.78% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 184'346 | 83'632 | 52'680 CHF | 24'669 CHF | 99.68% | 99.68% |
17.05.2024 | 3.81% | 0.29 CHF | 0.30 CHF | 200'000 | 200'000 | 184'564 | 83'630 | 52'489 CHF | 24'826 CHF | 99.68% | 99.68% |
16.05.2024 | 3.85% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 185'468 | 83'641 | 52'243 CHF | 24'487 CHF | 99.64% | 99.64% |
15.05.2024 | 3.73% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 182'989 | 83'258 | 53'173 CHF | 24'862 CHF | 98.90% | 98.90% |
14.05.2024 | 3.81% | 0.30 CHF | 0.31 CHF | 200'000 | 200'000 | 184'738 | 83'960 | 52'677 CHF | 25'062 CHF | 98.72% | 98.72% |
13.05.2024 | 4.01% | 0.29 CHF | 0.30 CHF | 200'000 | 200'000 | 193'210 | 83'629 | 52'259 CHF | 23'935 CHF | 99.67% | 99.67% |
10.05.2024 | 3.74% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 176'506 | 71'385 | 51'678 CHF | 21'502 CHF | 89.69% | 89.69% |