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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.05.2024 | 4.43% | 0.23 CHF | 0.24 CHF | 200'837 | 75'000 | 202'103 | 75'000 | 44'632 CHF | 17'314 CHF | 92.19% | 92.19% |
21.05.2024 | 4.17% | 0.23 CHF | 0.24 CHF | 199'502 | 75'000 | 198'869 | 75'000 | 46'771 CHF | 18'391 CHF | 100.00% | 100.00% |
17.05.2024 | 3.71% | 0.26 CHF | 0.27 CHF | 194'934 | 75'000 | 192'492 | 75'000 | 50'997 CHF | 20'625 CHF | 90.75% | 90.75% |
16.05.2024 | 3.83% | 0.26 CHF | 0.27 CHF | 194'656 | 75'000 | 194'746 | 75'000 | 49'937 CHF | 19'982 CHF | 99.32% | 99.32% |
15.05.2024 | 3.96% | 0.26 CHF | 0.27 CHF | 195'538 | 75'000 | 196'836 | 74'243 | 48'730 CHF | 19'123 CHF | 98.94% | 98.94% |
14.05.2024 | 3.98% | 0.25 CHF | 0.26 CHF | 196'237 | 75'000 | 197'349 | 75'000 | 48'611 CHF | 19'226 CHF | 100.00% | 100.00% |
13.05.2024 | 4.35% | 0.23 CHF | 0.24 CHF | 198'693 | 75'000 | 200'506 | 75'000 | 45'150 CHF | 17'643 CHF | 100.00% | 100.00% |
10.05.2024 | 4.02% | 0.23 CHF | 0.24 CHF | 199'608 | 75'000 | 197'372 | 75'000 | 48'108 CHF | 19'033 CHF | 100.00% | 100.00% |
08.05.2024 | 3.44% | 0.28 CHF | 0.29 CHF | 180'000 | 75'000 | 180'000 | 75'000 | 51'483 CHF | 22'201 CHF | 100.00% | 100.00% |
07.05.2024 | 3.42% | 0.28 CHF | 0.29 CHF | 180'000 | 75'000 | 179'673 | 75'000 | 51'659 CHF | 22'326 CHF | 98.63% | 98.63% |