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 | 7.34% | 0.12 CHF | 0.13 CHF | 400'000 | 400'000 | 396'466 | 396'466 | 52'075 CHF | 56'040 CHF | 100.00% | 100.00% |
23.05.2024 | 8.55% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 465'080 | 465'080 | 52'041 CHF | 56'692 CHF | 100.00% | 100.00% |
22.05.2024 | 8.15% | 0.11 CHF | 0.12 CHF | 425'000 | 425'000 | 432'795 | 432'786 | 50'955 CHF | 55'282 CHF | 100.00% | 100.00% |
21.05.2024 | 8.00% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 424'284 | 424'284 | 50'919 CHF | 55'162 CHF | 100.00% | 100.00% |
17.05.2024 | 7.41% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 400'495 | 400'495 | 52'064 CHF | 56'069 CHF | 100.00% | 100.00% |
16.05.2024 | 8.00% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 424'038 | 424'030 | 50'885 CHF | 55'124 CHF | 100.00% | 100.00% |
15.05.2024 | 6.46% | 0.13 CHF | 0.14 CHF | 375'000 | 375'000 | 347'851 | 347'850 | 52'143 CHF | 55'621 CHF | 100.00% | 100.00% |
14.05.2024 | 5.73% | 0.16 CHF | 0.17 CHF | 300'000 | 300'000 | 300'845 | 300'845 | 50'969 CHF | 53'978 CHF | 92.23% | 92.23% |
13.05.2024 | 5.91% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 313'541 | 313'533 | 51'456 CHF | 54'590 CHF | 100.00% | 100.00% |
10.05.2024 | 5.78% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 304'194 | 304'194 | 51'126 CHF | 54'168 CHF | 100.00% | 100.00% |