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 |
---|---|---|---|---|---|---|---|---|---|---|---|
21.05.2024 | 5.40% | 0.18 CHF | 0.19 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 36'068 CHF | 38'068 CHF | 99.58% | 99.58% |
17.05.2024 | 5.49% | 0.18 CHF | 0.19 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 35'437 CHF | 37'437 CHF | 98.86% | 98.86% |
16.05.2024 | 5.71% | 0.17 CHF | 0.18 CHF | 200'000 | 200'000 | 198'232 | 198'232 | 33'713 CHF | 35'696 CHF | 99.52% | 99.52% |
15.05.2024 | 5.96% | 0.17 CHF | 0.18 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 36'647 CHF | 38'897 CHF | 99.55% | 99.55% |
14.05.2024 | 6.03% | 0.16 CHF | 0.17 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 36'224 CHF | 38'474 CHF | 99.53% | 99.53% |
13.05.2024 | 5.71% | 0.17 CHF | 0.18 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 34'034 CHF | 36'034 CHF | 99.57% | 99.57% |
10.05.2024 | 5.66% | 0.18 CHF | 0.19 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 34'379 CHF | 36'379 CHF | 99.55% | 99.55% |
08.05.2024 | 5.41% | 0.18 CHF | 0.19 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 36'000 CHF | 38'000 CHF | 99.48% | 99.48% |
07.05.2024 | 5.47% | 0.17 CHF | 0.18 CHF | 200'000 | 200'000 | 200'000 | 199'996 | 35'575 CHF | 37'574 CHF | 99.50% | 99.50% |
06.05.2024 | 5.31% | 0.18 CHF | 0.19 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 36'675 CHF | 38'675 CHF | 99.50% | 99.50% |