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% | 0.63 CHF | 0.64 CHF | 80'000 | 50'000 | 87'934 | 50'000 | 54'675 CHF | 31'630 CHF | 99.41% | 99.41% |
22.05.2024 | 2.29% | 0.59 CHF | 0.60 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 53'761 CHF | 30'558 CHF | 97.30% | 97.30% |
21.05.2024 | 1.90% | 0.61 CHF | 0.62 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 54'029 CHF | 30'593 CHF | 100.00% | 100.00% |
17.05.2024 | 2.31% | 0.61 CHF | 0.63 CHF | 90'000 | 50'000 | 88'128 | 50'000 | 53'646 CHF | 31'168 CHF | 100.00% | 100.00% |
16.05.2024 | 2.26% | 0.63 CHF | 0.65 CHF | 80'000 | 50'000 | 85'498 | 50'000 | 52'931 CHF | 31'700 CHF | 97.72% | 97.72% |
15.05.2024 | 2.09% | 0.63 CHF | 0.65 CHF | 80'000 | 50'000 | 84'403 | 49'760 | 53'061 CHF | 31'966 CHF | 98.90% | 98.90% |
14.05.2024 | 1.68% | 0.61 CHF | 0.62 CHF | 90'000 | 50'000 | 89'659 | 50'000 | 55'179 CHF | 31'296 CHF | 100.00% | 100.00% |
13.05.2024 | 1.87% | 0.58 CHF | 0.60 CHF | 90'000 | 50'000 | 88'300 | 50'000 | 52'960 CHF | 30'584 CHF | 100.00% | 100.00% |
10.05.2024 | 2.02% | 0.60 CHF | 0.61 CHF | 90'000 | 50'000 | 84'101 | 50'000 | 52'655 CHF | 31'979 CHF | 100.00% | 100.00% |
08.05.2024 | 2.25% | 0.61 CHF | 0.62 CHF | 90'000 | 50'000 | 86'743 | 50'000 | 53'930 CHF | 31'863 CHF | 98.83% | 98.83% |