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 | 2.45% | 0.41 CHF | 0.42 CHF | 130'000 | 75'000 | 128'386 | 75'000 | 51'754 CHF | 31'001 CHF | 98.32% | 98.32% |
23.05.2024 | 2.22% | 0.43 CHF | 0.44 CHF | 120'000 | 75'000 | 117'360 | 75'000 | 52'339 CHF | 34'225 CHF | 98.53% | 98.53% |
22.05.2024 | 1.98% | 0.49 CHF | 0.50 CHF | 110'000 | 75'000 | 104'587 | 75'000 | 52'347 CHF | 38'347 CHF | 92.19% | 92.19% |
21.05.2024 | 1.90% | 0.50 CHF | 0.51 CHF | 100'000 | 75'000 | 99'950 | 75'000 | 52'061 CHF | 39'818 CHF | 100.00% | 100.00% |
17.05.2024 | 1.79% | 0.55 CHF | 0.56 CHF | 100'000 | 75'000 | 95'613 | 75'000 | 52'888 CHF | 42'263 CHF | 99.38% | 99.38% |
16.05.2024 | 1.83% | 0.55 CHF | 0.56 CHF | 100'000 | 75'000 | 99'929 | 75'000 | 54'022 CHF | 41'296 CHF | 98.70% | 98.70% |
15.05.2024 | 1.77% | 0.56 CHF | 0.57 CHF | 90'000 | 75'000 | 90'595 | 74'243 | 51'566 CHF | 43'026 CHF | 98.94% | 98.94% |
14.05.2024 | 1.93% | 0.56 CHF | 0.57 CHF | 90'000 | 75'000 | 90'341 | 72'041 | 50'055 CHF | 40'701 CHF | 100.00% | 100.00% |
13.05.2024 | 1.67% | 0.58 CHF | 0.59 CHF | 90'000 | 75'000 | 90'023 | 75'000 | 53'324 CHF | 45'176 CHF | 99.19% | 99.19% |
10.05.2024 | 1.80% | 0.55 CHF | 0.56 CHF | 100'000 | 75'000 | 96'971 | 75'000 | 53'471 CHF | 42'137 CHF | 100.00% | 100.00% |