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 | 6.09% | 0.21 CHF | 0.22 CHF | 111'092 | 50'000 | 111'347 | 50'000 | 23'712 CHF | 11'314 CHF | 99.41% | 99.41% |
22.05.2024 | 4.57% | 0.24 CHF | 0.25 CHF | 112'748 | 50'000 | 112'440 | 50'000 | 26'640 CHF | 12'399 CHF | 97.30% | 97.30% |
21.05.2024 | 4.92% | 0.22 CHF | 0.24 CHF | 111'298 | 50'000 | 111'840 | 50'000 | 26'309 CHF | 12'354 CHF | 100.00% | 100.00% |
17.05.2024 | 5.21% | 0.22 CHF | 0.24 CHF | 110'935 | 50'000 | 111'198 | 50'000 | 25'128 CHF | 11'894 CHF | 100.00% | 100.00% |
16.05.2024 | 6.30% | 0.20 CHF | 0.22 CHF | 109'735 | 50'000 | 110'104 | 50'000 | 23'769 CHF | 11'482 CHF | 97.72% | 97.72% |
15.05.2024 | 6.79% | 0.20 CHF | 0.21 CHF | 109'582 | 50'000 | 109'858 | 49'760 | 22'522 CHF | 10'919 CHF | 98.90% | 98.90% |
14.05.2024 | 4.65% | 0.23 CHF | 0.24 CHF | 111'056 | 50'000 | 110'979 | 50'000 | 24'851 CHF | 11'726 CHF | 99.99% | 99.99% |
13.05.2024 | 4.68% | 0.25 CHF | 0.27 CHF | 112'321 | 50'000 | 111'536 | 50'000 | 26'593 CHF | 12'483 CHF | 100.00% | 100.00% |
10.05.2024 | 6.34% | 0.24 CHF | 0.25 CHF | 111'585 | 50'000 | 110'375 | 50'000 | 23'233 CHF | 11'211 CHF | 100.00% | 100.00% |
08.05.2024 | 6.03% | 0.23 CHF | 0.24 CHF | 111'423 | 50'000 | 110'817 | 50'000 | 24'065 CHF | 11'486 CHF | 98.83% | 98.83% |