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 | 14.95% | 0.18 CHF | 0.21 CHF | 300'000 | 300'000 | 284'740 | 284'740 | 52'836 CHF | 61'378 CHF | 98.98% | 98.98% |
28.05.2024 | 12.43% | 0.22 CHF | 0.25 CHF | 250'000 | 250'000 | 235'239 | 235'239 | 53'241 CHF | 60'298 CHF | 99.18% | 99.18% |
27.05.2024 | 13.21% | 0.22 CHF | 0.25 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 53'090 CHF | 60'590 CHF | 99.38% | 99.38% |
24.05.2024 | 15.71% | 0.20 CHF | 0.23 CHF | 250'000 | 250'000 | 298'120 | 298'120 | 52'464 CHF | 61'407 CHF | 99.38% | 99.38% |
23.05.2024 | 16.47% | 0.17 CHF | 0.20 CHF | 325'000 | 325'000 | 307'354 | 307'354 | 51'364 CHF | 60'585 CHF | 99.09% | 99.09% |
22.05.2024 | 17.37% | 0.16 CHF | 0.19 CHF | 325'000 | 325'000 | 330'582 | 330'582 | 52'120 CHF | 62'037 CHF | 97.92% | 97.92% |
21.05.2024 | 16.72% | 0.17 CHF | 0.20 CHF | 325'000 | 325'000 | 315'754 | 315'754 | 51'902 CHF | 61'374 CHF | 99.39% | 99.39% |
17.05.2024 | 15.13% | 0.17 CHF | 0.20 CHF | 300'000 | 300'000 | 289'465 | 289'465 | 53'026 CHF | 61'710 CHF | 99.02% | 99.02% |
16.05.2024 | 13.59% | 0.20 CHF | 0.23 CHF | 250'000 | 250'000 | 249'773 | 249'773 | 51'455 CHF | 58'948 CHF | 99.25% | 99.25% |
15.05.2024 | 13.35% | 0.21 CHF | 0.24 CHF | 250'000 | 250'000 | 249'722 | 249'722 | 52'413 CHF | 59'904 CHF | 99.38% | 99.38% |