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 | 2.70% | 0.74 CHF | 0.77 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 75'142 CHF | 77'200 CHF | 97.61% | 97.61% |
22.05.2024 | 2.91% | 0.67 CHF | 0.69 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 68'947 CHF | 70'981 CHF | 96.88% | 96.88% |
21.05.2024 | 3.14% | 0.69 CHF | 0.71 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 64'021 CHF | 66'064 CHF | 99.93% | 99.93% |
17.05.2024 | 3.03% | 0.68 CHF | 0.70 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 65'411 CHF | 67'421 CHF | 100.00% | 100.00% |
16.05.2024 | 3.08% | 0.64 CHF | 0.66 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 65'416 CHF | 67'457 CHF | 97.20% | 97.20% |
15.05.2024 | 2.98% | 0.70 CHF | 0.72 CHF | 100'000 | 100'000 | 99'586 | 99'230 | 66'954 CHF | 68'724 CHF | 98.15% | 98.15% |
14.05.2024 | 2.66% | 0.63 CHF | 0.65 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 58'423 CHF | 60'008 CHF | 100.00% | 100.00% |
13.05.2024 | 2.04% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 59'811 CHF | 61'046 CHF | 99.37% | 99.37% |
10.05.2024 | 2.05% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 107'757 | 100'000 | 52'097 CHF | 49'651 CHF | 100.00% | 100.00% |
08.05.2024 | 2.19% | 0.43 CHF | 0.44 CHF | 120'000 | 100'000 | 115'549 | 100'000 | 52'261 CHF | 46'302 CHF | 97.77% | 97.77% |