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 | 3.26% | 1.00 CHF | 1.03 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 24'870 CHF | 25'696 CHF | 97.35% | 97.35% |
23.05.2024 | 3.39% | 0.95 CHF | 0.98 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 24'986 CHF | 25'850 CHF | 99.41% | 99.41% |
22.05.2024 | 3.96% | 0.97 CHF | 1.00 CHF | 37'500 | 37'500 | 28'515 | 28'515 | 27'397 CHF | 28'270 CHF | 79.33% | 79.33% |
21.05.2024 | 4.15% | 0.60 CHF | 0.63 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 22'904 CHF | 23'876 CHF | 100.00% | 100.00% |
17.05.2024 | 4.25% | 0.56 CHF | 0.59 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 21'350 CHF | 22'277 CHF | 96.53% | 96.53% |
16.05.2024 | 4.29% | 0.59 CHF | 0.62 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 22'143 CHF | 23'113 CHF | 97.72% | 97.72% |
15.05.2024 | 4.77% | 0.57 CHF | 0.59 CHF | 37'500 | 37'500 | 37'126 | 37'126 | 20'882 CHF | 21'896 CHF | 98.90% | 98.90% |
14.05.2024 | 4.75% | 0.57 CHF | 0.59 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 21'140 CHF | 22'169 CHF | 100.00% | 100.00% |
13.05.2024 | 4.51% | 0.57 CHF | 0.60 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 21'177 CHF | 22'155 CHF | 100.00% | 100.00% |
10.05.2024 | 4.45% | 0.57 CHF | 0.60 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 21'963 CHF | 22'963 CHF | 96.53% | 96.53% |