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 | 10.00% | 0.08 CHF | 0.09 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 42'987 CHF | 15'829 CHF | 99.26% | 99.26% |
28.05.2024 | 8.12% | 0.11 CHF | 0.12 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 53'516 CHF | 19'339 CHF | 99.36% | 99.36% |
27.05.2024 | 6.64% | 0.13 CHF | 0.14 CHF | 450'000 | 150'000 | 358'469 | 119'490 | 51'899 CHF | 18'495 CHF | 99.30% | 99.30% |
24.05.2024 | 5.72% | 0.15 CHF | 0.16 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 51'224 CHF | 18'075 CHF | 97.40% | 97.40% |
23.05.2024 | 3.23% | 0.31 CHF | 0.32 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 68'496 CHF | 23'582 CHF | 99.25% | 99.25% |
22.05.2024 | 3.25% | 0.30 CHF | 0.31 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 68'206 CHF | 23'485 CHF | 99.36% | 99.36% |
21.05.2024 | 3.19% | 0.33 CHF | 0.34 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 69'429 CHF | 23'893 CHF | 99.27% | 99.27% |
17.05.2024 | 3.39% | 0.29 CHF | 0.30 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 65'298 CHF | 22'516 CHF | 99.16% | 99.16% |
16.05.2024 | 3.83% | 0.26 CHF | 0.27 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 57'710 CHF | 19'987 CHF | 99.36% | 99.36% |
15.05.2024 | 3.94% | 0.26 CHF | 0.27 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 56'106 CHF | 19'452 CHF | 99.12% | 99.12% |