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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24.05.2024 | 3.29% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 100'000 | 40'472 | 53'346 CHF | 22'162 CHF | 99.63% | 99.63% |
23.05.2024 | 4.07% | 0.63 CHF | 0.69 CHF | 10'000 | 10'000 | 67'975 | 24'121 | 46'200 CHF | 16'738 CHF | 99.63% | 99.63% |
22.05.2024 | 2.71% | 0.71 CHF | 0.72 CHF | 100'000 | 100'000 | 85'333 | 40'387 | 55'887 CHF | 27'608 CHF | 98.28% | 98.28% |
21.05.2024 | 2.67% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 84'583 | 40'498 | 54'711 CHF | 25'572 CHF | 99.65% | 99.65% |
17.05.2024 | 2.34% | 0.78 CHF | 0.79 CHF | 100'000 | 100'000 | 76'523 | 40'493 | 58'097 CHF | 31'677 CHF | 99.66% | 99.66% |
16.05.2024 | 1.95% | 0.88 CHF | 0.89 CHF | 100'000 | 100'000 | 68'693 | 40'494 | 62'379 CHF | 37'570 CHF | 99.66% | 99.66% |
15.05.2024 | 1.92% | 0.83 CHF | 0.84 CHF | 100'000 | 100'000 | 68'553 | 40'483 | 61'170 CHF | 35'223 CHF | 99.58% | 99.58% |
14.05.2024 | 2.00% | 0.86 CHF | 0.87 CHF | 100'000 | 100'000 | 69'324 | 40'547 | 60'334 CHF | 35'454 CHF | 98.84% | 98.84% |
13.05.2024 | 1.74% | 0.92 CHF | 0.93 CHF | 100'000 | 100'000 | 60'865 | 40'493 | 60'800 CHF | 40'516 CHF | 99.66% | 99.66% |
10.05.2024 | 1.50% | 1.03 CHF | 1.04 CHF | 100'000 | 100'000 | 60'665 | 40'208 | 70'257 CHF | 46'448 CHF | 98.53% | 98.53% |