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 | 3.06% | 0.35 CHF | 0.36 CHF | 200'000 | 200'000 | 159'447 | 83'636 | 56'598 CHF | 30'516 CHF | 99.68% | 99.68% |
23.05.2024 | 2.97% | 0.36 CHF | 0.37 CHF | 200'000 | 200'000 | 153'038 | 83'634 | 56'019 CHF | 31'451 CHF | 99.68% | 99.68% |
22.05.2024 | 2.76% | 0.37 CHF | 0.38 CHF | 200'000 | 200'000 | 145'388 | 83'909 | 56'481 CHF | 33'030 CHF | 98.54% | 98.54% |
21.05.2024 | 2.72% | 0.39 CHF | 0.40 CHF | 200'000 | 200'000 | 145'212 | 83'634 | 57'921 CHF | 34'161 CHF | 99.68% | 99.68% |
17.05.2024 | 2.74% | 0.41 CHF | 0.42 CHF | 200'000 | 200'000 | 145'211 | 83'633 | 57'793 CHF | 34'291 CHF | 99.69% | 99.69% |
16.05.2024 | 2.76% | 0.40 CHF | 0.41 CHF | 200'000 | 200'000 | 145'217 | 83'645 | 57'265 CHF | 33'903 CHF | 99.65% | 99.65% |
15.05.2024 | 2.70% | 0.39 CHF | 0.40 CHF | 200'000 | 200'000 | 144'950 | 83'261 | 58'370 CHF | 34'243 CHF | 98.90% | 98.90% |
14.05.2024 | 2.74% | 0.41 CHF | 0.42 CHF | 200'000 | 200'000 | 145'359 | 83'961 | 57'955 CHF | 34'542 CHF | 98.73% | 98.73% |
13.05.2024 | 2.84% | 0.40 CHF | 0.41 CHF | 200'000 | 200'000 | 153'016 | 83'634 | 58'812 CHF | 33'372 CHF | 99.68% | 99.68% |
10.05.2024 | 2.71% | 0.39 CHF | 0.40 CHF | 200'000 | 200'000 | 139'440 | 71'385 | 56'498 CHF | 29'557 CHF | 89.69% | 89.69% |