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 | 5.47% | 0.17 CHF | 0.18 CHF | 126'532 | 75'000 | 126'798 | 75'000 | 22'650 CHF | 14'145 CHF | 64.91% | 64.91% |
23.05.2024 | 5.68% | 0.18 CHF | 0.19 CHF | 126'620 | 75'000 | 126'453 | 75'000 | 21'728 CHF | 13'634 CHF | 99.39% | 99.39% |
22.05.2024 | 4.44% | 0.22 CHF | 0.23 CHF | 128'325 | 75'000 | 128'171 | 75'000 | 28'364 CHF | 17'343 CHF | 97.30% | 97.30% |
21.05.2024 | 3.99% | 0.25 CHF | 0.26 CHF | 128'502 | 75'000 | 128'458 | 75'000 | 31'586 CHF | 19'190 CHF | 100.00% | 100.00% |
17.05.2024 | 4.14% | 0.24 CHF | 0.25 CHF | 127'937 | 75'000 | 127'941 | 75'000 | 30'329 CHF | 18'528 CHF | 100.00% | 100.00% |
16.05.2024 | 4.32% | 0.23 CHF | 0.24 CHF | 126'935 | 75'000 | 126'800 | 75'000 | 28'777 CHF | 17'770 CHF | 99.25% | 99.25% |
15.05.2024 | 4.35% | 0.21 CHF | 0.22 CHF | 126'575 | 75'000 | 127'189 | 74'254 | 29'268 CHF | 17'842 CHF | 98.90% | 98.90% |
14.05.2024 | 4.38% | 0.22 CHF | 0.23 CHF | 126'904 | 75'000 | 127'399 | 75'000 | 28'600 CHF | 17'581 CHF | 100.00% | 100.00% |
13.05.2024 | 4.09% | 0.25 CHF | 0.26 CHF | 128'149 | 75'000 | 127'676 | 75'000 | 30'699 CHF | 18'780 CHF | 100.00% | 100.00% |
10.05.2024 | 4.62% | 0.21 CHF | 0.22 CHF | 126'657 | 75'000 | 126'825 | 75'000 | 26'837 CHF | 16'620 CHF | 100.00% | 100.00% |