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 | 1.87% | 0.51 CHF | 0.52 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 158'664 CHF | 53'888 CHF | 95.66% | 95.66% |
22.05.2024 | 1.92% | 0.54 CHF | 0.55 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 155'165 CHF | 52'722 CHF | 99.27% | 99.27% |
21.05.2024 | 1.84% | 0.50 CHF | 0.51 CHF | 300'000 | 100'000 | 299'983 | 100'000 | 161'494 CHF | 54'834 CHF | 96.70% | 96.70% |
17.05.2024 | 1.85% | 0.53 CHF | 0.54 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 160'952 CHF | 54'651 CHF | 99.33% | 99.33% |
16.05.2024 | 1.93% | 0.53 CHF | 0.54 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 154'098 CHF | 52'366 CHF | 98.35% | 98.35% |
15.05.2024 | 1.87% | 0.53 CHF | 0.54 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 159'033 CHF | 54'011 CHF | 99.31% | 99.31% |
14.05.2024 | 1.85% | 0.52 CHF | 0.53 CHF | 300'000 | 100'000 | 299'994 | 100'000 | 160'689 CHF | 54'564 CHF | 99.35% | 99.35% |
13.05.2024 | 2.10% | 0.52 CHF | 0.53 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 141'483 CHF | 48'161 CHF | 97.09% | 97.09% |
10.05.2024 | 2.36% | 0.46 CHF | 0.47 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 125'619 CHF | 42'873 CHF | 97.34% | 97.34% |
08.05.2024 | 2.20% | 0.43 CHF | 0.44 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 135'313 CHF | 46'104 CHF | 97.48% | 97.48% |