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 | 5.86% | 2.43 CHF | 2.58 CHF | 30'000 | 7'500 | 27'102 | 7'275 | 66'888 CHF | 19'071 CHF | 98.48% | 98.48% |
22.05.2024 | 3.00% | 2.54 CHF | 2.84 CHF | 20'000 | 2'500 | 20'160 | 8'936 | 53'960 CHF | 24'603 CHF | 98.88% | 98.88% |
21.05.2024 | 3.27% | 2.74 CHF | 2.86 CHF | 20'000 | 5'000 | 14'021 | 6'063 | 37'074 CHF | 16'351 CHF | 99.99% | 99.99% |
17.05.2024 | 1.78% | 2.90 CHF | 2.95 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 55'640 CHF | 28'318 CHF | 100.00% | 100.00% |
16.05.2024 | 2.19% | 2.68 CHF | 2.73 CHF | 20'000 | 10'000 | 16'453 | 8'424 | 46'110 CHF | 24'031 CHF | 99.00% | 99.00% |
15.05.2024 | 2.61% | 2.72 CHF | 2.83 CHF | 2'000 | 2'000 | 13'969 | 7'319 | 36'821 CHF | 19'701 CHF | 98.05% | 98.05% |
14.05.2024 | 2.16% | 2.47 CHF | 2.52 CHF | 30'000 | 10'000 | 29'633 | 9'895 | 69'066 CHF | 23'559 CHF | 97.89% | 97.89% |
13.05.2024 | 2.26% | 2.24 CHF | 2.29 CHF | 30'000 | 10'000 | 29'476 | 9'850 | 65'638 CHF | 22'427 CHF | 100.00% | 100.00% |
10.05.2024 | 2.29% | 2.14 CHF | 2.19 CHF | 30'000 | 10'000 | 30'000 | 10'000 | 64'434 CHF | 21'976 CHF | 98.68% | 98.68% |
08.05.2024 | 2.52% | 2.00 CHF | 2.05 CHF | 30'000 | 10'000 | 30'000 | 10'000 | 58'887 CHF | 20'129 CHF | 100.00% | 100.00% |