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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 3.01% | 0.36 CHF | 0.37 CHF | 200'000 | 200'000 | 153'001 | 52'204 | 55'152 CHF | 19'346 CHF | 99.52% | 99.52% |
22.05.2024 | 2.79% | 0.37 CHF | 0.38 CHF | 200'000 | 200'000 | 145'361 | 52'623 | 55'692 CHF | 20'068 CHF | 98.40% | 98.40% |
21.05.2024 | 2.75% | 0.39 CHF | 0.40 CHF | 200'000 | 200'000 | 145'182 | 52'240 | 57'313 CHF | 21'007 CHF | 99.53% | 99.53% |
17.05.2024 | 2.78% | 0.40 CHF | 0.41 CHF | 200'000 | 200'000 | 145'231 | 52'238 | 56'944 CHF | 21'226 CHF | 99.55% | 99.55% |
16.05.2024 | 2.80% | 0.39 CHF | 0.40 CHF | 200'000 | 200'000 | 146'302 | 52'278 | 56'956 CHF | 20'963 CHF | 99.48% | 99.48% |
15.05.2024 | 2.74% | 0.38 CHF | 0.39 CHF | 200'000 | 200'000 | 145'004 | 51'766 | 57'640 CHF | 20'843 CHF | 98.76% | 98.76% |
14.05.2024 | 2.77% | 0.40 CHF | 0.41 CHF | 200'000 | 200'000 | 145'329 | 52'647 | 57'141 CHF | 21'522 CHF | 98.64% | 98.64% |
13.05.2024 | 2.87% | 0.40 CHF | 0.41 CHF | 200'000 | 200'000 | 153'012 | 52'236 | 58'336 CHF | 20'902 CHF | 99.53% | 99.53% |
10.05.2024 | 2.75% | 0.39 CHF | 0.40 CHF | 200'000 | 200'000 | 139'449 | 36'794 | 55'595 CHF | 14'900 CHF | 89.62% | 89.62% |
08.05.2024 | 2.61% | 0.40 CHF | 0.41 CHF | 200'000 | 200'000 | 137'526 | 52'241 | 57'160 CHF | 21'830 CHF | 99.53% | 99.53% |