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 | 2.00% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 119'436 | 119'436 | 58'957 CHF | 60'152 CHF | 100.00% | 100.00% |
23.05.2024 | 1.85% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 100'053 | 100'053 | 53'495 CHF | 54'495 CHF | 99.70% | 99.70% |
22.05.2024 | 2.15% | 0.46 CHF | 0.47 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 57'664 CHF | 58'914 CHF | 98.53% | 98.53% |
21.05.2024 | 2.18% | 0.44 CHF | 0.45 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 56'785 CHF | 58'035 CHF | 100.00% | 100.00% |
17.05.2024 | 2.28% | 0.45 CHF | 0.46 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 54'212 CHF | 55'462 CHF | 99.65% | 99.65% |
16.05.2024 | 2.05% | 0.48 CHF | 0.49 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 60'292 CHF | 61'542 CHF | 99.86% | 99.86% |
15.05.2024 | 2.25% | 0.45 CHF | 0.46 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 54'986 CHF | 56'236 CHF | 100.00% | 100.00% |
14.05.2024 | 2.23% | 0.42 CHF | 0.43 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 55'347 CHF | 56'597 CHF | 99.77% | 99.77% |
13.05.2024 | 2.06% | 0.47 CHF | 0.48 CHF | 125'000 | 125'000 | 123'413 | 123'413 | 59'274 CHF | 60'508 CHF | 100.00% | 100.00% |
10.05.2024 | 2.03% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 119'675 | 119'675 | 58'396 CHF | 59'592 CHF | 100.00% | 100.00% |