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 | 5.39% | 0.18 CHF | 0.19 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 22'592 CHF | 23'842 CHF | 100.00% | 100.00% |
22.05.2024 | 5.23% | 0.18 CHF | 0.19 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 18'658 CHF | 19'658 CHF | 100.00% | 100.00% |
21.05.2024 | 4.44% | 0.22 CHF | 0.23 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 22'058 CHF | 23'058 CHF | 100.00% | 100.00% |
17.05.2024 | 4.08% | 0.24 CHF | 0.25 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 24'046 CHF | 25'046 CHF | 97.24% | 97.24% |
16.05.2024 | 4.82% | 0.21 CHF | 0.22 CHF | 100'000 | 100'000 | 99'649 | 99'649 | 20'175 CHF | 21'172 CHF | 100.00% | 100.00% |
15.05.2024 | 5.09% | 0.20 CHF | 0.21 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 19'159 CHF | 20'159 CHF | 100.00% | 100.00% |
14.05.2024 | 4.84% | 0.20 CHF | 0.21 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 20'165 CHF | 21'165 CHF | 100.00% | 100.00% |
13.05.2024 | 5.13% | 0.19 CHF | 0.20 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 23'775 CHF | 25'025 CHF | 100.00% | 100.00% |
10.05.2024 | 4.93% | 0.19 CHF | 0.20 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 24'728 CHF | 25'978 CHF | 100.00% | 100.00% |
08.05.2024 | 5.13% | 0.19 CHF | 0.20 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 23'750 CHF | 25'000 CHF | 100.00% | 100.00% |