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 | 2.10% | 0.48 CHF | 0.49 CHF | 88'200 | 88'200 | 88'506 | 88'506 | 41'818 CHF | 42'704 CHF | 100.00% | 100.00% |
22.05.2024 | 2.01% | 0.48 CHF | 0.49 CHF | 74'800 | 74'800 | 74'650 | 74'650 | 36'903 CHF | 37'650 CHF | 100.00% | 100.00% |
21.05.2024 | 1.63% | 0.60 CHF | 0.61 CHF | 63'700 | 63'700 | 63'666 | 63'666 | 38'814 CHF | 39'451 CHF | 95.67% | 95.67% |
17.05.2024 | 1.45% | 0.69 CHF | 0.70 CHF | 73'800 | 73'800 | 73'769 | 73'769 | 50'613 CHF | 51'351 CHF | 100.00% | 100.00% |
16.05.2024 | 1.78% | 0.57 CHF | 0.58 CHF | 80'700 | 80'700 | 80'634 | 80'634 | 44'889 CHF | 45'696 CHF | 100.00% | 100.00% |
15.05.2024 | 1.95% | 0.53 CHF | 0.54 CHF | 76'600 | 76'600 | 76'758 | 76'758 | 39'291 CHF | 40'061 CHF | 100.00% | 100.00% |
14.05.2024 | 1.81% | 0.55 CHF | 0.56 CHF | 82'600 | 82'600 | 82'416 | 82'416 | 45'132 CHF | 45'956 CHF | 100.00% | 100.00% |
13.05.2024 | 1.95% | 0.51 CHF | 0.52 CHF | 86'900 | 86'900 | 86'990 | 86'990 | 44'193 CHF | 45'063 CHF | 100.00% | 100.00% |
10.05.2024 | 1.86% | 0.51 CHF | 0.52 CHF | 84'100 | 84'100 | 83'553 | 83'553 | 44'420 CHF | 45'255 CHF | 100.00% | 100.00% |
08.05.2024 | 1.95% | 0.51 CHF | 0.52 CHF | 88'000 | 88'000 | 87'974 | 87'974 | 44'728 CHF | 45'608 CHF | 99.24% | 99.24% |