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 | 5.55% | 0.19 CHF | 0.20 CHF | 270'000 | 200'000 | 262'610 | 83'629 | 50'735 CHF | 16'980 CHF | 99.67% | 99.67% |
22.05.2024 | 4.90% | 0.20 CHF | 0.21 CHF | 250'000 | 200'000 | 235'906 | 83'905 | 51'200 CHF | 18'515 CHF | 98.53% | 98.53% |
21.05.2024 | 4.73% | 0.22 CHF | 0.23 CHF | 230'000 | 200'000 | 224'862 | 83'630 | 51'069 CHF | 19'761 CHF | 99.67% | 99.67% |
17.05.2024 | 4.78% | 0.23 CHF | 0.24 CHF | 220'000 | 200'000 | 228'448 | 83'628 | 51'553 CHF | 19'930 CHF | 99.68% | 99.68% |
16.05.2024 | 4.82% | 0.23 CHF | 0.24 CHF | 230'000 | 200'000 | 230'375 | 83'638 | 51'486 CHF | 19'616 CHF | 99.64% | 99.64% |
15.05.2024 | 4.64% | 0.22 CHF | 0.23 CHF | 230'000 | 200'000 | 221'009 | 83'256 | 51'347 CHF | 20'008 CHF | 98.89% | 98.89% |
14.05.2024 | 4.77% | 0.24 CHF | 0.25 CHF | 220'000 | 200'000 | 227'528 | 83'957 | 51'526 CHF | 20'156 CHF | 98.72% | 98.72% |
13.05.2024 | 5.09% | 0.23 CHF | 0.24 CHF | 220'000 | 200'000 | 239'875 | 83'624 | 50'804 CHF | 19'057 CHF | 99.66% | 99.66% |
10.05.2024 | 4.64% | 0.22 CHF | 0.23 CHF | 230'000 | 200'000 | 220'685 | 71'386 | 51'790 CHF | 17'339 CHF | 89.69% | 89.69% |
08.05.2024 | 4.29% | 0.24 CHF | 0.25 CHF | 220'000 | 200'000 | 204'616 | 83'632 | 51'303 CHF | 21'499 CHF | 99.67% | 99.67% |