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 | 3.72% | 0.27 CHF | 0.28 CHF | 197'228 | 75'000 | 193'156 | 75'000 | 51'029 CHF | 20'580 CHF | 64.46% | 64.46% |
22.05.2024 | 4.01% | 0.24 CHF | 0.25 CHF | 210'000 | 75'000 | 205'498 | 75'000 | 50'204 CHF | 19'097 CHF | 97.30% | 97.30% |
21.05.2024 | 4.22% | 0.23 CHF | 0.24 CHF | 219'723 | 75'000 | 215'762 | 75'000 | 50'073 CHF | 18'161 CHF | 96.32% | 96.32% |
17.05.2024 | 4.09% | 0.24 CHF | 0.25 CHF | 219'480 | 75'000 | 210'299 | 75'000 | 50'402 CHF | 18'726 CHF | 9.08% | 9.08% |
16.05.2024 | 4.01% | 0.24 CHF | 0.25 CHF | 210'000 | 75'000 | 205'338 | 75'000 | 50'225 CHF | 19'104 CHF | 85.41% | 85.41% |
15.05.2024 | 4.13% | 0.26 CHF | 0.27 CHF | 200'000 | 75'000 | 207'414 | 74'135 | 50'302 CHF | 18'743 CHF | 85.29% | 85.29% |
14.05.2024 | 3.98% | 0.25 CHF | 0.26 CHF | 200'000 | 75'000 | 206'189 | 75'000 | 50'761 CHF | 19'235 CHF | 100.00% | 100.00% |
13.05.2024 | 4.13% | 0.23 CHF | 0.24 CHF | 220'000 | 75'000 | 212'826 | 75'000 | 50'512 CHF | 18'576 CHF | 100.00% | 100.00% |
10.05.2024 | 3.89% | 0.26 CHF | 0.27 CHF | 200'000 | 75'000 | 200'000 | 75'000 | 50'443 CHF | 19'666 CHF | 100.00% | 100.00% |
08.05.2024 | 4.02% | 0.24 CHF | 0.25 CHF | 210'000 | 75'000 | 206'223 | 75'000 | 50'253 CHF | 19'035 CHF | 100.00% | 100.00% |