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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24.05.2024 | 3.28% | 0.33 CHF | 0.34 CHF | 175'000 | 175'000 | 177'864 | 177'863 | 53'344 CHF | 55'122 CHF | 100.00% | 100.00% |
23.05.2024 | 3.14% | 0.33 CHF | 0.34 CHF | 175'000 | 175'000 | 175'260 | 175'260 | 55'125 CHF | 56'878 CHF | 99.55% | 99.55% |
22.05.2024 | 3.34% | 0.29 CHF | 0.30 CHF | 175'000 | 175'000 | 175'789 | 175'790 | 51'708 CHF | 53'466 CHF | 98.47% | 98.47% |
21.05.2024 | 2.99% | 0.32 CHF | 0.33 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 57'652 CHF | 59'402 CHF | 100.00% | 100.00% |
17.05.2024 | 3.35% | 0.31 CHF | 0.32 CHF | 175'000 | 175'000 | 179'171 | 179'171 | 52'509 CHF | 54'301 CHF | 100.00% | 100.00% |
16.05.2024 | 3.05% | 0.29 CHF | 0.30 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 56'658 CHF | 58'408 CHF | 99.82% | 99.82% |
15.05.2024 | 3.06% | 0.33 CHF | 0.34 CHF | 175'000 | 175'000 | 177'212 | 177'213 | 57'219 CHF | 58'992 CHF | 100.00% | 100.00% |
14.05.2024 | 3.95% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 212'531 | 212'533 | 52'760 CHF | 54'886 CHF | 99.79% | 99.79% |
13.05.2024 | 3.68% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 53'414 CHF | 55'414 CHF | 100.00% | 100.00% |
10.05.2024 | 3.38% | 0.29 CHF | 0.30 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 58'199 CHF | 60'199 CHF | 100.00% | 100.00% |