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 | 4.13% | 0.39 CHF | 0.41 CHF | 130'000 | 75'000 | 131'589 | 75'000 | 51'175 CHF | 30'406 CHF | 99.41% | 99.41% |
22.05.2024 | 4.58% | 0.38 CHF | 0.39 CHF | 140'000 | 75'000 | 140'000 | 75'000 | 52'459 CHF | 29'419 CHF | 97.30% | 97.30% |
21.05.2024 | 4.76% | 0.38 CHF | 0.40 CHF | 140'000 | 75'000 | 139'393 | 75'000 | 53'016 CHF | 29'919 CHF | 100.00% | 100.00% |
17.05.2024 | 4.58% | 0.38 CHF | 0.40 CHF | 140'000 | 75'000 | 140'002 | 75'000 | 51'294 CHF | 28'767 CHF | 100.00% | 100.00% |
16.05.2024 | 4.82% | 0.36 CHF | 0.37 CHF | 140'000 | 75'000 | 144'682 | 75'000 | 51'408 CHF | 27'978 CHF | 99.02% | 99.02% |
15.05.2024 | 5.01% | 0.38 CHF | 0.39 CHF | 140'000 | 75'000 | 143'822 | 74'464 | 51'538 CHF | 28'065 CHF | 93.08% | 93.08% |
14.05.2024 | 4.51% | 0.35 CHF | 0.37 CHF | 150'000 | 75'000 | 135'413 | 75'000 | 51'853 CHF | 30'125 CHF | 100.00% | 100.00% |
13.05.2024 | 4.57% | 0.40 CHF | 0.42 CHF | 130'000 | 75'000 | 130'000 | 75'000 | 52'056 CHF | 31'435 CHF | 100.00% | 100.00% |
10.05.2024 | 4.37% | 0.38 CHF | 0.40 CHF | 140'000 | 75'000 | 130'846 | 75'000 | 50'967 CHF | 30'525 CHF | 100.00% | 100.00% |
08.05.2024 | 3.99% | 0.38 CHF | 0.40 CHF | 140'000 | 75'000 | 133'774 | 75'000 | 51'644 CHF | 30'146 CHF | 98.83% | 98.83% |