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 |
---|---|---|---|---|---|---|---|---|---|---|---|
27.05.2024 | 7.43% | 0.13 CHF | 0.14 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 77'755 CHF | 27'918 CHF | 99.17% | 99.17% |
24.05.2024 | 7.52% | 0.12 CHF | 0.13 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 76'860 CHF | 27'620 CHF | 99.15% | 99.15% |
23.05.2024 | 6.34% | 0.14 CHF | 0.15 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 91'769 CHF | 32'590 CHF | 99.14% | 99.14% |
22.05.2024 | 6.15% | 0.15 CHF | 0.16 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 94'618 CHF | 33'539 CHF | 99.17% | 99.17% |
21.05.2024 | 5.91% | 0.16 CHF | 0.17 CHF | 600'000 | 200'000 | 593'886 | 197'962 | 97'584 CHF | 34'508 CHF | 97.56% | 97.56% |
17.05.2024 | 5.64% | 0.17 CHF | 0.18 CHF | 600'000 | 200'000 | 599'568 | 199'856 | 103'402 CHF | 36'466 CHF | 99.17% | 99.17% |
16.05.2024 | 5.26% | 0.19 CHF | 0.20 CHF | 450'000 | 150'000 | 529'221 | 176'407 | 97'725 CHF | 34'339 CHF | 99.17% | 99.17% |
15.05.2024 | 5.92% | 0.17 CHF | 0.18 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 98'456 CHF | 34'819 CHF | 99.17% | 99.17% |
14.05.2024 | 6.42% | 0.16 CHF | 0.17 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 90'710 CHF | 32'237 CHF | 99.16% | 99.16% |
13.05.2024 | 5.59% | 0.17 CHF | 0.18 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 104'436 CHF | 36'812 CHF | 98.58% | 98.58% |