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 | 2.01% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 101'155 | 100'000 | 52'327 CHF | 52'816 CHF | 94.55% | 94.55% |
23.05.2024 | 2.01% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 51'750 CHF | 52'799 CHF | 97.66% | 97.66% |
22.05.2024 | 2.04% | 0.49 CHF | 0.50 CHF | 110'000 | 100'000 | 103'928 | 100'000 | 51'666 CHF | 50'769 CHF | 96.90% | 96.90% |
21.05.2024 | 2.10% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 108'802 | 100'000 | 52'100 CHF | 48'942 CHF | 99.93% | 99.93% |
17.05.2024 | 2.09% | 0.49 CHF | 0.50 CHF | 110'000 | 100'000 | 111'726 | 100'000 | 53'242 CHF | 48'715 CHF | 100.00% | 100.00% |
16.05.2024 | 2.25% | 0.46 CHF | 0.47 CHF | 110'000 | 100'000 | 111'104 | 100'000 | 51'532 CHF | 47'450 CHF | 97.20% | 97.20% |
15.05.2024 | 2.19% | 0.48 CHF | 0.49 CHF | 110'000 | 100'000 | 110'000 | 99'230 | 51'620 CHF | 47'588 CHF | 98.15% | 98.15% |
14.05.2024 | 2.28% | 0.45 CHF | 0.46 CHF | 120'000 | 100'000 | 120'002 | 100'000 | 52'069 CHF | 44'392 CHF | 100.00% | 100.00% |
13.05.2024 | 2.24% | 0.44 CHF | 0.45 CHF | 120'000 | 100'000 | 119'556 | 100'000 | 52'821 CHF | 45'190 CHF | 99.36% | 99.36% |
10.05.2024 | 2.47% | 0.42 CHF | 0.43 CHF | 120'000 | 100'000 | 129'334 | 100'000 | 51'649 CHF | 41'028 CHF | 100.00% | 100.00% |