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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 4.21% | 0.24 CHF | 0.25 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 20'943 CHF | 21'843 CHF | 100.00% | 100.00% |
16.05.2024 | 4.22% | 0.23 CHF | 0.24 CHF | 80'000 | 80'000 | 80'177 | 80'177 | 18'615 CHF | 19'416 CHF | 100.00% | 100.00% |
15.05.2024 | 3.78% | 0.25 CHF | 0.26 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 20'780 CHF | 21'580 CHF | 100.00% | 100.00% |
14.05.2024 | 4.41% | 0.23 CHF | 0.24 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 17'752 CHF | 18'552 CHF | 100.00% | 100.00% |
13.05.2024 | 4.24% | 0.24 CHF | 0.25 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 20'769 CHF | 21'669 CHF | 100.00% | 100.00% |
10.05.2024 | 4.13% | 0.23 CHF | 0.24 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 19'004 CHF | 19'804 CHF | 100.00% | 100.00% |
08.05.2024 | 3.34% | 0.28 CHF | 0.29 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 17'660 CHF | 18'260 CHF | 100.00% | 100.00% |
07.05.2024 | 2.96% | 0.34 CHF | 0.35 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 19'984 CHF | 20'584 CHF | 100.00% | 100.00% |
06.05.2024 | 2.99% | 0.33 CHF | 0.34 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 19'771 CHF | 20'371 CHF | 100.00% | 100.00% |
03.05.2024 | 3.10% | 0.31 CHF | 0.32 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 22'215 CHF | 22'915 CHF | 100.00% | 100.00% |