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 | 2.17% | 0.45 CHF | 0.46 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 27'349 CHF | 27'949 CHF | 99.69% | 99.69% |
21.05.2024 | 2.01% | 0.49 CHF | 0.50 CHF | 60'000 | 60'000 | 59'960 | 59'960 | 29'649 CHF | 30'249 CHF | 96.79% | 96.79% |
17.05.2024 | 2.20% | 0.47 CHF | 0.48 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 26'930 CHF | 27'530 CHF | 98.51% | 98.51% |
16.05.2024 | 2.04% | 0.45 CHF | 0.46 CHF | 60'000 | 60'000 | 59'914 | 59'914 | 29'105 CHF | 29'705 CHF | 90.72% | 90.72% |
15.05.2024 | 2.07% | 0.50 CHF | 0.51 CHF | 70'000 | 70'000 | 69'796 | 69'796 | 33'545 CHF | 34'245 CHF | 98.57% | 98.57% |
14.05.2024 | 2.55% | 0.42 CHF | 0.43 CHF | 70'000 | 70'000 | 69'951 | 69'951 | 27'190 CHF | 27'890 CHF | 97.91% | 97.91% |
13.05.2024 | 2.41% | 0.42 CHF | 0.43 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 28'739 CHF | 29'439 CHF | 99.78% | 99.78% |
10.05.2024 | 2.27% | 0.43 CHF | 0.44 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 30'556 CHF | 31'256 CHF | 99.91% | 99.91% |
08.05.2024 | 2.54% | 0.39 CHF | 0.40 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 27'213 CHF | 27'913 CHF | 98.83% | 98.83% |
07.05.2024 | 2.95% | 0.36 CHF | 0.37 CHF | 80'000 | 80'000 | 79'889 | 79'889 | 26'826 CHF | 27'626 CHF | 99.86% | 99.86% |