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 | 3.59% | 0.29 CHF | 0.30 CHF | 180'000 | 75'000 | 187'132 | 75'000 | 51'227 CHF | 21'292 CHF | 92.19% | 92.19% |
21.05.2024 | 3.38% | 0.28 CHF | 0.29 CHF | 180'000 | 75'000 | 178'079 | 75'000 | 51'840 CHF | 22'593 CHF | 100.00% | 100.00% |
17.05.2024 | 3.09% | 0.31 CHF | 0.32 CHF | 170'000 | 75'000 | 161'741 | 75'000 | 51'465 CHF | 24'621 CHF | 100.00% | 100.00% |
16.05.2024 | 3.13% | 0.31 CHF | 0.32 CHF | 170'000 | 75'000 | 165'672 | 75'000 | 52'051 CHF | 24'325 CHF | 98.61% | 98.61% |
15.05.2024 | 3.27% | 0.31 CHF | 0.32 CHF | 170'000 | 75'000 | 171'259 | 74'243 | 51'737 CHF | 23'181 CHF | 98.94% | 98.94% |
14.05.2024 | 3.30% | 0.31 CHF | 0.32 CHF | 170'000 | 75'000 | 173'579 | 75'000 | 51'789 CHF | 23'145 CHF | 100.00% | 100.00% |
13.05.2024 | 3.52% | 0.28 CHF | 0.29 CHF | 180'000 | 75'000 | 183'443 | 75'000 | 51'195 CHF | 21'697 CHF | 100.00% | 100.00% |
10.05.2024 | 3.31% | 0.29 CHF | 0.30 CHF | 180'000 | 75'000 | 173'765 | 75'000 | 51'682 CHF | 23'069 CHF | 100.00% | 100.00% |
08.05.2024 | 2.90% | 0.34 CHF | 0.35 CHF | 150'000 | 75'000 | 150'000 | 75'000 | 51'012 CHF | 26'256 CHF | 100.00% | 100.00% |
07.05.2024 | 2.86% | 0.34 CHF | 0.35 CHF | 150'000 | 75'000 | 152'191 | 75'000 | 52'372 CHF | 26'574 CHF | 98.82% | 98.82% |