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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.05.2024 | 2.23% | 0.44 CHF | 0.45 CHF | 120'000 | 100'000 | 119'106 | 100'000 | 52'935 CHF | 45'456 CHF | 98.88% | 98.88% |
21.05.2024 | 2.03% | 0.49 CHF | 0.50 CHF | 110'000 | 100'000 | 109'846 | 100'000 | 53'448 CHF | 49'659 CHF | 99.99% | 99.99% |
17.05.2024 | 1.96% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 100'302 | 100'000 | 50'632 CHF | 51'484 CHF | 99.99% | 99.99% |
16.05.2024 | 3.90% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 84'234 | 84'234 | 47'637 CHF | 48'716 CHF | 99.00% | 99.00% |
15.05.2024 | 5.43% | 0.53 CHF | 0.60 CHF | 20'000 | 20'000 | 73'193 | 73'193 | 39'596 CHF | 40'730 CHF | 98.05% | 98.05% |
14.05.2024 | 2.04% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 98'953 | 98'953 | 51'791 CHF | 52'796 CHF | 97.88% | 97.88% |
13.05.2024 | 2.06% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 98'506 | 98'506 | 52'664 CHF | 53'672 CHF | 99.99% | 99.99% |
10.05.2024 | 1.85% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 53'635 CHF | 54'635 CHF | 91.01% | 91.01% |
08.05.2024 | 1.90% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 52'171 CHF | 53'171 CHF | 99.99% | 99.99% |
07.05.2024 | 1.84% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 53'868 CHF | 54'868 CHF | 99.95% | 99.95% |