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 | 2.07% | 0.58 CHF | 0.59 CHF | 90'000 | 50'000 | 91'034 | 50'000 | 51'955 CHF | 29'144 CHF | 98.36% | 98.36% |
22.05.2024 | 2.21% | 0.55 CHF | 0.56 CHF | 100'000 | 50'000 | 99'762 | 50'000 | 53'196 CHF | 27'259 CHF | 97.30% | 97.30% |
21.05.2024 | 2.13% | 0.53 CHF | 0.54 CHF | 100'000 | 50'000 | 98'132 | 50'000 | 53'220 CHF | 27'721 CHF | 91.79% | 91.79% |
17.05.2024 | 2.24% | 0.53 CHF | 0.54 CHF | 100'000 | 50'000 | 101'166 | 50'000 | 52'390 CHF | 26'497 CHF | 95.43% | 95.43% |
16.05.2024 | 2.15% | 0.53 CHF | 0.55 CHF | 100'000 | 50'000 | 91'135 | 50'000 | 52'145 CHF | 29'246 CHF | 84.78% | 84.78% |
15.05.2024 | 2.13% | 0.59 CHF | 0.60 CHF | 90'000 | 50'000 | 95'812 | 49'737 | 52'324 CHF | 27'789 CHF | 91.22% | 91.22% |
14.05.2024 | 4.28% | 0.52 CHF | 0.55 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 12'422 CHF | 12'965 CHF | 97.00% | 97.00% |
13.05.2024 | 4.09% | 0.52 CHF | 0.55 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 13'548 CHF | 14'113 CHF | 98.44% | 98.44% |
10.05.2024 | 3.30% | 0.56 CHF | 0.58 CHF | 25'000 | 25'000 | 53'445 | 34'826 | 29'163 CHF | 19'592 CHF | 83.34% | 83.34% |
08.05.2024 | 2.37% | 0.46 CHF | 0.48 CHF | 110'000 | 50'000 | 110'272 | 50'000 | 51'878 CHF | 24'088 CHF | 99.40% | 99.40% |