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 | 5.00% | 0.25 CHF | 0.26 CHF | 225'000 | 225'000 | 269'329 | 269'329 | 52'512 CHF | 55'206 CHF | 97.58% | 97.58% |
21.05.2024 | 4.68% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 249'982 | 249'982 | 52'178 CHF | 54'678 CHF | 99.17% | 99.17% |
17.05.2024 | 3.75% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 200'537 | 200'537 | 52'483 CHF | 54'488 CHF | 98.79% | 98.79% |
16.05.2024 | 3.03% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 167'841 | 167'842 | 54'606 CHF | 56'284 CHF | 99.03% | 99.03% |
15.05.2024 | 3.53% | 0.29 CHF | 0.30 CHF | 175'000 | 175'000 | 192'465 | 192'465 | 53'620 CHF | 55'544 CHF | 99.13% | 99.13% |
14.05.2024 | 3.92% | 0.29 CHF | 0.30 CHF | 200'000 | 200'000 | 208'726 | 208'725 | 52'176 CHF | 54'264 CHF | 98.83% | 98.83% |
13.05.2024 | 3.31% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 181'242 | 181'242 | 53'968 CHF | 55'780 CHF | 99.13% | 99.13% |
10.05.2024 | 2.79% | 0.31 CHF | 0.32 CHF | 175'000 | 175'000 | 153'323 | 153'323 | 54'210 CHF | 55'743 CHF | 96.29% | 96.29% |
08.05.2024 | 3.13% | 0.36 CHF | 0.37 CHF | 150'000 | 150'000 | 171'852 | 171'852 | 54'041 CHF | 55'760 CHF | 99.16% | 99.16% |
07.05.2024 | 3.45% | 0.31 CHF | 0.32 CHF | 200'000 | 200'000 | 189'183 | 189'183 | 53'919 CHF | 55'811 CHF | 98.99% | 98.99% |