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 | 1.86% | 0.54 CHF | 0.55 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 10'661 CHF | 10'861 CHF | 99.60% | 99.60% |
22.05.2024 | 2.03% | 0.49 CHF | 0.50 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 9'768 CHF | 9'968 CHF | 99.85% | 99.85% |
21.05.2024 | 2.10% | 0.48 CHF | 0.49 CHF | 20'000 | 20'000 | 19'981 | 19'981 | 9'453 CHF | 9'653 CHF | 99.12% | 99.12% |
17.05.2024 | 1.82% | 0.50 CHF | 0.51 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 10'993 CHF | 11'193 CHF | 99.33% | 99.33% |
16.05.2024 | 1.80% | 0.59 CHF | 0.60 CHF | 20'000 | 20'000 | 19'970 | 19'970 | 11'037 CHF | 11'237 CHF | 100.00% | 100.00% |
15.05.2024 | 2.02% | 0.54 CHF | 0.55 CHF | 20'000 | 20'000 | 19'964 | 19'964 | 9'824 CHF | 10'024 CHF | 100.00% | 100.00% |
14.05.2024 | 1.89% | 0.51 CHF | 0.52 CHF | 20'000 | 20'000 | 19'989 | 19'989 | 10'492 CHF | 10'692 CHF | 100.00% | 100.00% |
13.05.2024 | 1.82% | 0.57 CHF | 0.58 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 10'916 CHF | 11'116 CHF | 99.83% | 99.83% |
10.05.2024 | 3.05% | 0.63 CHF | 0.64 CHF | 30'000 | 30'000 | 27'290 | 27'290 | 15'287 CHF | 15'581 CHF | 100.00% | 100.00% |
08.05.2024 | 3.37% | 0.45 CHF | 0.47 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 13'174 CHF | 13'624 CHF | 98.93% | 98.93% |