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 | 1.39% | 2.90 CHF | 2.91 CHF | 100'000 | 100'000 | 22'501 | 22'501 | 63'692 CHF | 64'056 CHF | 97.69% | 97.69% |
22.05.2024 | 0.48% | 2.05 CHF | 2.06 CHF | 100'000 | 100'000 | 61'051 | 61'051 | 126'406 CHF | 127'017 CHF | 97.99% | 97.99% |
21.05.2024 | 0.49% | 2.03 CHF | 2.04 CHF | 100'000 | 100'000 | 60'889 | 60'889 | 124'139 CHF | 124'747 CHF | 99.45% | 99.45% |
17.05.2024 | 0.50% | 1.94 CHF | 1.95 CHF | 100'000 | 100'000 | 60'868 | 60'868 | 120'383 CHF | 120'992 CHF | 99.65% | 99.65% |
16.05.2024 | 0.48% | 2.09 CHF | 2.10 CHF | 100'000 | 100'000 | 60'879 | 60'879 | 126'005 CHF | 126'613 CHF | 99.56% | 99.56% |
15.05.2024 | 0.56% | 2.01 CHF | 2.02 CHF | 100'000 | 100'000 | 60'880 | 60'880 | 109'409 CHF | 110'017 CHF | 99.30% | 99.30% |
14.05.2024 | 0.62% | 1.67 CHF | 1.68 CHF | 100'000 | 100'000 | 60'781 | 60'781 | 98'560 CHF | 99'168 CHF | 99.44% | 99.44% |
13.05.2024 | 0.61% | 1.63 CHF | 1.64 CHF | 100'000 | 100'000 | 60'916 | 60'916 | 99'161 CHF | 99'771 CHF | 99.19% | 99.19% |
10.05.2024 | 0.62% | 1.60 CHF | 1.61 CHF | 100'000 | 100'000 | 60'657 | 60'657 | 97'900 CHF | 98'506 CHF | 98.57% | 98.57% |
08.05.2024 | 0.61% | 1.64 CHF | 1.65 CHF | 100'000 | 100'000 | 60'874 | 60'874 | 100'491 CHF | 101'100 CHF | 99.59% | 99.59% |