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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29.05.2024 | 6.05% | 0.14 CHF | 0.15 CHF | 360'000 | 100'000 | 317'391 | 100'000 | 50'829 CHF | 17'191 CHF | 95.35% | 95.35% |
28.05.2024 | 4.83% | 0.18 CHF | 0.19 CHF | 280'000 | 100'000 | 250'344 | 100'000 | 50'574 CHF | 21'378 CHF | 100.00% | 100.00% |
27.05.2024 | 4.30% | 0.23 CHF | 0.24 CHF | 220'000 | 100'000 | 222'238 | 100'000 | 50'597 CHF | 23'776 CHF | 98.75% | 98.75% |
24.05.2024 | 3.67% | 0.25 CHF | 0.26 CHF | 200'000 | 100'000 | 191'324 | 100'000 | 51'103 CHF | 27'749 CHF | 97.36% | 97.36% |
23.05.2024 | 3.05% | 0.30 CHF | 0.31 CHF | 170'000 | 100'000 | 160'135 | 100'000 | 51'763 CHF | 33'430 CHF | 99.44% | 99.44% |
22.05.2024 | 2.50% | 0.40 CHF | 0.41 CHF | 130'000 | 100'000 | 131'925 | 100'000 | 52'046 CHF | 40'493 CHF | 97.30% | 97.30% |
21.05.2024 | 2.20% | 0.44 CHF | 0.45 CHF | 120'000 | 100'000 | 117'504 | 100'000 | 52'725 CHF | 45'915 CHF | 100.00% | 100.00% |
17.05.2024 | 2.06% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 107'958 | 100'000 | 51'798 CHF | 49'017 CHF | 100.00% | 100.00% |
16.05.2024 | 2.23% | 0.44 CHF | 0.45 CHF | 120'000 | 100'000 | 118'340 | 100'000 | 52'519 CHF | 45'402 CHF | 97.76% | 97.76% |
15.05.2024 | 2.59% | 0.44 CHF | 0.45 CHF | 120'000 | 100'000 | 134'019 | 99'757 | 51'679 CHF | 39'595 CHF | 98.90% | 98.90% |