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 | 1.70% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 58'442 CHF | 59'442 CHF | 98.54% | 98.54% |
22.05.2024 | 1.80% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 54'943 CHF | 55'943 CHF | 92.19% | 92.19% |
21.05.2024 | 1.76% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 56'289 CHF | 57'289 CHF | 99.36% | 99.36% |
17.05.2024 | 1.96% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 100'072 | 100'000 | 50'684 CHF | 51'649 CHF | 100.00% | 100.00% |
16.05.2024 | 1.84% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 53'927 CHF | 54'927 CHF | 99.33% | 99.33% |
15.05.2024 | 1.77% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 99'795 | 99'241 | 56'468 CHF | 57'140 CHF | 98.94% | 98.94% |
14.05.2024 | 1.84% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 53'873 CHF | 54'873 CHF | 100.00% | 100.00% |
13.05.2024 | 1.94% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 102'870 | 100'000 | 52'502 CHF | 52'159 CHF | 100.00% | 100.00% |
10.05.2024 | 2.40% | 0.42 CHF | 0.43 CHF | 120'000 | 100'000 | 126'375 | 100'000 | 51'912 CHF | 42'114 CHF | 100.00% | 100.00% |
08.05.2024 | 2.50% | 0.39 CHF | 0.40 CHF | 130'000 | 100'000 | 131'161 | 100'000 | 51'811 CHF | 40'520 CHF | 100.00% | 100.00% |