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 | 1.28% | 2.80 CHF | 2.82 CHF | 50'000 | 50'000 | 19'874 | 19'874 | 53'808 CHF | 54'356 CHF | 87.56% | 96.06% |
23.05.2024 | 1.47% | 2.65 CHF | 2.66 CHF | 50'000 | 50'000 | 18'706 | 18'706 | 46'193 CHF | 46'650 CHF | 97.58% | 97.58% |
22.05.2024 | - | 1.48 CHF | - CHF | 50'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 97.86% |
21.05.2024 | - | 1.46 CHF | - CHF | 50'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.36% |
17.05.2024 | - | 1.37 CHF | - CHF | 50'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.57% |
16.05.2024 | 1.26% | 1.59 CHF | 1.59 CHF | 50'000 | 10'000 | 10'000 | 10'000 | 15'789 CHF | 15'989 CHF | 27.22% | 99.50% |
15.05.2024 | 1.56% | 1.48 CHF | 1.29 CHF | 100'000 | 20'000 | 20'000 | 20'000 | 25'371 CHF | 25'771 CHF | 5.33% | 99.16% |
14.05.2024 | - | 1.11 CHF | - CHF | 100'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.08% |
13.05.2024 | 1.67% | 1.07 CHF | 1.08 CHF | 100'000 | 100'000 | 33'892 | 33'892 | 36'229 CHF | 36'733 CHF | 57.84% | 99.08% |
10.05.2024 | 1.71% | 1.04 CHF | 1.05 CHF | 100'000 | 100'000 | 36'990 | 36'990 | 38'812 CHF | 39'340 CHF | 98.39% | 98.39% |