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 | 1.69% | 0.59 CHF | 0.60 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 58'810 CHF | 59'810 CHF | 89.85% | 89.85% |
22.05.2024 | 1.89% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 52'294 CHF | 53'294 CHF | 81.17% | 81.17% |
21.05.2024 | 1.84% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 53'806 CHF | 54'806 CHF | 83.74% | 83.74% |
17.05.2024 | 2.10% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 123'035 | 123'036 | 57'947 CHF | 59'178 CHF | 100.00% | 100.00% |
16.05.2024 | 2.21% | 0.46 CHF | 0.47 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 55'834 CHF | 57'084 CHF | 99.76% | 99.76% |
15.05.2024 | 2.09% | 0.48 CHF | 0.49 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 59'073 CHF | 60'323 CHF | 99.57% | 99.57% |
14.05.2024 | 2.21% | 0.46 CHF | 0.47 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 55'847 CHF | 57'097 CHF | 100.00% | 100.00% |
13.05.2024 | 2.18% | 0.46 CHF | 0.47 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 56'815 CHF | 58'065 CHF | 99.99% | 99.99% |
10.05.2024 | 2.05% | 0.47 CHF | 0.48 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 60'419 CHF | 61'669 CHF | 100.00% | 100.00% |
08.05.2024 | 2.08% | 0.46 CHF | 0.47 CHF | 125'000 | 125'000 | 120'795 | 120'795 | 57'463 CHF | 58'670 CHF | 100.00% | 100.00% |