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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29.05.2024 | 4.98% | 0.19 CHF | 0.20 CHF | 270'000 | 100'000 | 258'482 | 100'000 | 50'585 CHF | 20'603 CHF | 97.82% | 97.82% |
28.05.2024 | 4.90% | 0.20 CHF | 0.21 CHF | 250'000 | 100'000 | 251'452 | 100'000 | 50'094 CHF | 20'927 CHF | 100.00% | 100.00% |
27.05.2024 | 4.99% | 0.19 CHF | 0.20 CHF | 270'000 | 100'000 | 258'766 | 100'000 | 50'570 CHF | 20'562 CHF | 100.00% | 100.00% |
24.05.2024 | 5.19% | 0.19 CHF | 0.20 CHF | 270'000 | 100'000 | 272'155 | 100'000 | 51'106 CHF | 19'785 CHF | 68.15% | 68.15% |
23.05.2024 | 4.80% | 0.20 CHF | 0.21 CHF | 250'000 | 100'000 | 246'715 | 100'000 | 50'132 CHF | 21'329 CHF | 98.54% | 98.54% |
22.05.2024 | 5.15% | 0.20 CHF | 0.21 CHF | 250'000 | 100'000 | 270'671 | 100'000 | 51'209 CHF | 19'923 CHF | 92.19% | 92.19% |
21.05.2024 | 4.96% | 0.20 CHF | 0.21 CHF | 250'000 | 100'000 | 255'364 | 100'000 | 50'241 CHF | 20'697 CHF | 99.34% | 99.34% |
17.05.2024 | 5.58% | 0.18 CHF | 0.19 CHF | 280'000 | 100'000 | 291'154 | 100'000 | 50'737 CHF | 18'443 CHF | 100.00% | 100.00% |
16.05.2024 | 5.20% | 0.18 CHF | 0.19 CHF | 280'000 | 100'000 | 272'272 | 100'000 | 51'002 CHF | 19'743 CHF | 96.66% | 96.66% |
15.05.2024 | 4.95% | 0.19 CHF | 0.20 CHF | 270'000 | 100'000 | 254'076 | 99'483 | 50'359 CHF | 20'734 CHF | 95.47% | 95.47% |