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 | 6.15% | 0.16 CHF | 0.17 CHF | 890'000 | 890'000 | 397'635 | 397'635 | 63'570 CHF | 67'569 CHF | 100.00% | 100.00% |
22.05.2024 | 6.69% | 0.16 CHF | 0.17 CHF | 920'000 | 920'000 | 411'779 | 411'779 | 62'867 CHF | 67'003 CHF | 100.00% | 100.00% |
21.05.2024 | 6.53% | 0.15 CHF | 0.16 CHF | 920'000 | 920'000 | 401'690 | 401'690 | 61'445 CHF | 65'482 CHF | 99.35% | 99.35% |
17.05.2024 | 5.99% | 0.16 CHF | 0.17 CHF | 850'000 | 850'000 | 381'409 | 381'409 | 63'276 CHF | 67'107 CHF | 98.87% | 98.87% |
16.05.2024 | 5.46% | 0.18 CHF | 0.19 CHF | 800'000 | 800'000 | 352'552 | 352'552 | 64'217 CHF | 67'768 CHF | 99.98% | 99.98% |
15.05.2024 | 5.87% | 0.17 CHF | 0.18 CHF | 860'000 | 860'000 | 384'106 | 384'106 | 66'229 CHF | 70'093 CHF | 100.00% | 100.00% |
14.05.2024 | 6.19% | 0.17 CHF | 0.18 CHF | 880'000 | 880'000 | 405'665 | 405'665 | 65'301 CHF | 69'381 CHF | 99.80% | 99.80% |
13.05.2024 | 5.64% | 0.16 CHF | 0.17 CHF | 860'000 | 860'000 | 372'780 | 372'780 | 64'639 CHF | 68'383 CHF | 100.00% | 100.00% |
10.05.2024 | 5.28% | 0.18 CHF | 0.19 CHF | 830'000 | 830'000 | 370'092 | 370'092 | 69'459 CHF | 73'177 CHF | 100.00% | 100.00% |
08.05.2024 | 5.73% | 0.19 CHF | 0.20 CHF | 870'000 | 870'000 | 388'039 | 388'039 | 69'171 CHF | 73'072 CHF | 99.14% | 99.14% |