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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 1.86% | 0.53 CHF | 0.54 CHF | 100'000 | 50'000 | 100'000 | 30'430 | 53'212 CHF | 16'521 CHF | 99.66% | 99.66% |
16.05.2024 | 1.84% | 0.53 CHF | 0.54 CHF | 100'000 | 50'000 | 100'000 | 30'427 | 53'727 CHF | 16'676 CHF | 99.64% | 99.64% |
15.05.2024 | 2.00% | 0.53 CHF | 0.54 CHF | 100'000 | 50'000 | 107'594 | 30'431 | 53'140 CHF | 15'486 CHF | 99.66% | 99.66% |
14.05.2024 | 2.08% | 0.48 CHF | 0.49 CHF | 110'000 | 50'000 | 109'896 | 30'430 | 52'414 CHF | 14'844 CHF | 99.66% | 99.66% |
13.05.2024 | 2.22% | 0.46 CHF | 0.47 CHF | 110'000 | 50'000 | 118'719 | 30'430 | 52'938 CHF | 13'930 CHF | 99.65% | 99.65% |
10.05.2024 | 2.25% | 0.41 CHF | 0.42 CHF | 130'000 | 50'000 | 120'817 | 30'329 | 53'086 CHF | 13'520 CHF | 98.60% | 98.60% |
08.05.2024 | 2.44% | 0.40 CHF | 0.41 CHF | 130'000 | 50'000 | 128'107 | 30'430 | 51'885 CHF | 12'569 CHF | 99.66% | 99.66% |
07.05.2024 | 2.37% | 0.41 CHF | 0.42 CHF | 130'000 | 50'000 | 124'234 | 30'441 | 51'723 CHF | 12'990 CHF | 99.46% | 99.46% |
06.05.2024 | 2.51% | 0.39 CHF | 0.40 CHF | 130'000 | 50'000 | 132'584 | 30'453 | 52'111 CHF | 12'331 CHF | 99.27% | 99.27% |
03.05.2024 | 2.35% | 0.43 CHF | 0.44 CHF | 120'000 | 50'000 | 123'949 | 30'365 | 52'211 CHF | 13'195 CHF | 99.06% | 99.06% |