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 | 3.07% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 170'019 | 170'019 | 54'578 CHF | 56'278 CHF | 99.54% | 99.54% |
22.05.2024 | 2.07% | 0.41 CHF | 0.42 CHF | 125'000 | 125'000 | 112'119 | 112'119 | 53'520 CHF | 54'641 CHF | 98.44% | 98.44% |
21.05.2024 | 1.89% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 100'555 | 100'555 | 52'852 CHF | 53'857 CHF | 100.00% | 100.00% |
17.05.2024 | 2.30% | 0.48 CHF | 0.49 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 53'903 CHF | 55'153 CHF | 100.00% | 100.00% |
16.05.2024 | 2.36% | 0.39 CHF | 0.40 CHF | 125'000 | 125'000 | 126'591 | 126'591 | 52'968 CHF | 54'234 CHF | 99.86% | 99.86% |
15.05.2024 | 2.61% | 0.40 CHF | 0.41 CHF | 150'000 | 150'000 | 147'931 | 147'931 | 55'867 CHF | 57'347 CHF | 99.58% | 99.58% |
14.05.2024 | 2.96% | 0.35 CHF | 0.36 CHF | 150'000 | 150'000 | 164'258 | 164'258 | 54'703 CHF | 56'345 CHF | 99.76% | 99.76% |
13.05.2024 | 3.03% | 0.32 CHF | 0.33 CHF | 175'000 | 175'000 | 171'504 | 171'504 | 55'811 CHF | 57'526 CHF | 100.00% | 100.00% |
10.05.2024 | 2.47% | 0.38 CHF | 0.39 CHF | 150'000 | 150'000 | 134'781 | 134'781 | 53'765 CHF | 55'112 CHF | 100.00% | 100.00% |
08.05.2024 | 3.78% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 200'451 | 200'451 | 52'080 CHF | 54'084 CHF | 96.84% | 96.84% |