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 | 2.28% | 0.43 CHF | 0.44 CHF | 125'000 | 125'000 | 123'779 | 122'558 | 53'753 CHF | 54'456 CHF | 99.31% | 99.31% |
24.05.2024 | 2.37% | 0.43 CHF | 0.44 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 52'193 CHF | 53'443 CHF | 100.00% | 100.00% |
23.05.2024 | 2.39% | 0.42 CHF | 0.43 CHF | 125'000 | 125'000 | 126'756 | 126'756 | 52'387 CHF | 53'655 CHF | 99.56% | 99.56% |
22.05.2024 | 2.78% | 0.37 CHF | 0.38 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 53'227 CHF | 54'727 CHF | 98.19% | 98.19% |
21.05.2024 | 2.65% | 0.38 CHF | 0.39 CHF | 150'000 | 150'000 | 149'999 | 150'000 | 55'912 CHF | 57'413 CHF | 100.00% | 100.00% |
17.05.2024 | 3.06% | 0.35 CHF | 0.36 CHF | 150'000 | 150'000 | 171'732 | 171'732 | 55'202 CHF | 56'919 CHF | 100.00% | 100.00% |
16.05.2024 | 3.29% | 0.31 CHF | 0.32 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 52'300 CHF | 54'050 CHF | 99.76% | 99.76% |
15.05.2024 | 3.07% | 0.33 CHF | 0.34 CHF | 175'000 | 175'000 | 174'757 | 174'757 | 56'061 CHF | 57'809 CHF | 100.00% | 100.00% |
14.05.2024 | 3.28% | 0.31 CHF | 0.32 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 52'486 CHF | 54'236 CHF | 100.00% | 100.00% |
13.05.2024 | 3.21% | 0.31 CHF | 0.32 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 53'667 CHF | 55'417 CHF | 100.00% | 100.00% |