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 | 14.14% | 0.21 CHF | 0.24 CHF | 240'000 | 25'000 | 247'397 | 25'000 | 50'103 CHF | 5'836 CHF | 97.35% | 97.35% |
23.05.2024 | 12.35% | 0.22 CHF | 0.25 CHF | 230'000 | 25'000 | 211'950 | 25'000 | 50'379 CHF | 6'733 CHF | 99.41% | 99.41% |
22.05.2024 | 12.21% | 0.24 CHF | 0.27 CHF | 210'000 | 25'000 | 214'629 | 25'000 | 50'474 CHF | 6'649 CHF | 97.30% | 97.30% |
21.05.2024 | 13.91% | 0.21 CHF | 0.25 CHF | 240'000 | 25'000 | 245'971 | 25'000 | 50'160 CHF | 5'863 CHF | 100.00% | 100.00% |
17.05.2024 | 13.18% | 0.22 CHF | 0.25 CHF | 230'000 | 25'000 | 234'977 | 25'000 | 50'501 CHF | 6'134 CHF | 100.00% | 100.00% |
16.05.2024 | 13.22% | 0.21 CHF | 0.24 CHF | 240'000 | 25'000 | 232'341 | 25'000 | 50'553 CHF | 6'211 CHF | 99.01% | 99.01% |
15.05.2024 | 13.51% | 0.21 CHF | 0.24 CHF | 240'000 | 25'000 | 240'482 | 24'952 | 50'361 CHF | 5'985 CHF | 98.90% | 98.90% |
14.05.2024 | 15.02% | 0.19 CHF | 0.22 CHF | 270'000 | 25'000 | 282'221 | 25'000 | 50'773 CHF | 5'235 CHF | 100.00% | 100.00% |
13.05.2024 | 11.82% | 0.16 CHF | 0.18 CHF | 320'000 | 25'000 | 331'279 | 25'000 | 51'076 CHF | 4'343 CHF | 100.00% | 100.00% |
10.05.2024 | 13.17% | 0.16 CHF | 0.18 CHF | 320'000 | 50'000 | 314'343 | 50'000 | 51'062 CHF | 9'298 CHF | 95.57% | 95.57% |