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 | 3.39% | 0.32 CHF | 0.33 CHF | 200'000 | 200'000 | 168'686 | 52'293 | 53'948 CHF | 17'245 CHF | 99.61% | 99.61% |
23.05.2024 | 3.28% | 0.33 CHF | 0.34 CHF | 200'000 | 200'000 | 167'606 | 52'262 | 55'484 CHF | 17'813 CHF | 99.61% | 99.61% |
22.05.2024 | 3.03% | 0.34 CHF | 0.35 CHF | 200'000 | 200'000 | 153'179 | 52'665 | 54'163 CHF | 18'523 CHF | 98.48% | 98.48% |
21.05.2024 | 2.97% | 0.36 CHF | 0.37 CHF | 200'000 | 200'000 | 153'026 | 52'284 | 55'865 CHF | 19'462 CHF | 99.61% | 99.61% |
17.05.2024 | 3.00% | 0.37 CHF | 0.38 CHF | 200'000 | 200'000 | 153'031 | 52'284 | 55'427 CHF | 19'701 CHF | 99.62% | 99.62% |
16.05.2024 | 3.03% | 0.36 CHF | 0.37 CHF | 200'000 | 200'000 | 154'048 | 52'309 | 55'397 CHF | 19'448 CHF | 99.57% | 99.57% |
15.05.2024 | 2.95% | 0.36 CHF | 0.37 CHF | 200'000 | 200'000 | 152'873 | 51'807 | 56'298 CHF | 19'353 CHF | 98.83% | 98.83% |
14.05.2024 | 3.00% | 0.37 CHF | 0.38 CHF | 200'000 | 200'000 | 153'151 | 52'690 | 55'646 CHF | 19'970 CHF | 98.69% | 98.69% |
13.05.2024 | 3.10% | 0.37 CHF | 0.38 CHF | 200'000 | 200'000 | 160'853 | 52'277 | 56'592 CHF | 19'408 CHF | 99.60% | 99.60% |
10.05.2024 | 2.95% | 0.36 CHF | 0.37 CHF | 200'000 | 200'000 | 148'096 | 36'787 | 55'054 CHF | 13'876 CHF | 89.66% | 89.66% |