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 | 4.06% | 0.24 CHF | 0.25 CHF | 200'000 | 200'000 | 217'885 | 217'875 | 52'633 CHF | 54'809 CHF | 100.00% | 100.00% |
23.05.2024 | 3.70% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 200'587 | 200'600 | 53'220 CHF | 55'229 CHF | 99.55% | 99.55% |
22.05.2024 | 4.06% | 0.25 CHF | 0.26 CHF | 225'000 | 225'000 | 220'351 | 220'341 | 53'224 CHF | 55'426 CHF | 98.20% | 98.20% |
21.05.2024 | 3.90% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 203'618 | 203'630 | 51'127 CHF | 53'166 CHF | 100.00% | 100.00% |
17.05.2024 | 4.68% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 52'222 CHF | 54'722 CHF | 100.00% | 100.00% |
16.05.2024 | 4.49% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 248'024 | 248'013 | 54'068 CHF | 56'546 CHF | 99.77% | 99.77% |
15.05.2024 | 3.96% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 209'350 | 209'339 | 51'723 CHF | 53'815 CHF | 100.00% | 100.00% |
14.05.2024 | 4.10% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 218'741 | 218'745 | 52'246 CHF | 54'434 CHF | 100.00% | 100.00% |
13.05.2024 | 4.29% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 230'266 | 230'280 | 52'598 CHF | 54'904 CHF | 100.00% | 100.00% |
10.05.2024 | 5.63% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 301'226 | 301'228 | 51'998 CHF | 55'011 CHF | 100.00% | 100.00% |