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 | 2.81% | 0.33 CHF | 0.35 CHF | 15'000 | 15'000 | 66'406 | 66'406 | 23'509 CHF | 24'175 CHF | 98.91% | 98.91% |
22.05.2024 | 2.99% | 0.35 CHF | 0.36 CHF | 150'000 | 150'000 | 67'640 | 67'640 | 23'091 CHF | 23'770 CHF | 99.97% | 99.97% |
21.05.2024 | 2.54% | 0.37 CHF | 0.38 CHF | 150'000 | 150'000 | 67'677 | 67'677 | 26'629 CHF | 27'309 CHF | 99.03% | 99.03% |
17.05.2024 | 2.73% | 0.39 CHF | 0.40 CHF | 150'000 | 150'000 | 68'023 | 68'023 | 25'594 CHF | 26'277 CHF | 98.76% | 98.76% |
16.05.2024 | 2.70% | 0.36 CHF | 0.37 CHF | 150'000 | 150'000 | 66'105 | 66'105 | 24'612 CHF | 25'279 CHF | 98.78% | 98.78% |
15.05.2024 | 2.97% | 0.35 CHF | 0.36 CHF | 150'000 | 150'000 | 67'322 | 67'322 | 23'217 CHF | 23'894 CHF | 99.82% | 99.82% |
14.05.2024 | 2.99% | 0.34 CHF | 0.35 CHF | 150'000 | 150'000 | 64'245 | 64'245 | 22'299 CHF | 22'948 CHF | 98.19% | 98.19% |
13.05.2024 | 2.75% | 0.36 CHF | 0.37 CHF | 150'000 | 150'000 | 67'647 | 67'647 | 24'788 CHF | 25'467 CHF | 99.92% | 99.92% |
10.05.2024 | 2.45% | 0.37 CHF | 0.38 CHF | 150'000 | 150'000 | 67'582 | 67'582 | 27'299 CHF | 27'977 CHF | 99.64% | 99.64% |
08.05.2024 | 2.28% | 0.46 CHF | 0.47 CHF | 140'000 | 140'000 | 62'988 | 62'988 | 28'286 CHF | 28'919 CHF | 97.06% | 97.06% |