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 | 6.16% | 0.65 CHF | 0.67 CHF | 80'000 | 75'000 | 92'076 | 52'778 | 52'323 CHF | 32'154 CHF | 99.64% | 99.64% |
23.05.2024 | 5.13% | 0.61 CHF | 0.63 CHF | 90'000 | 75'000 | 81'577 | 52'761 | 55'014 CHF | 37'130 CHF | 99.63% | 99.63% |
22.05.2024 | 4.80% | 0.69 CHF | 0.71 CHF | 80'000 | 75'000 | 72'343 | 53'420 | 52'193 CHF | 40'293 CHF | 97.30% | 97.30% |
21.05.2024 | 1.75% | 0.64 CHF | 0.65 CHF | 80'000 | 50'000 | 94'386 | 30'429 | 53'365 CHF | 17'941 CHF | 99.64% | 99.64% |
17.05.2024 | 1.73% | 0.63 CHF | 0.64 CHF | 80'000 | 50'000 | 90'730 | 30'444 | 51'988 CHF | 17'797 CHF | 99.37% | 99.37% |
16.05.2024 | 1.78% | 0.58 CHF | 0.59 CHF | 90'000 | 50'000 | 92'097 | 30'429 | 51'408 CHF | 17'263 CHF | 99.64% | 99.64% |
15.05.2024 | 1.60% | 0.56 CHF | 0.57 CHF | 90'000 | 50'000 | 84'743 | 30'544 | 52'493 CHF | 18'949 CHF | 97.59% | 97.59% |
14.05.2024 | 1.83% | 0.65 CHF | 0.66 CHF | 80'000 | 50'000 | 97'204 | 30'487 | 52'587 CHF | 17'163 CHF | 98.60% | 98.60% |
13.05.2024 | 2.03% | 0.54 CHF | 0.55 CHF | 100'000 | 50'000 | 107'151 | 30'435 | 52'195 CHF | 15'487 CHF | 99.55% | 99.55% |
10.05.2024 | 1.93% | 0.46 CHF | 0.47 CHF | 110'000 | 50'000 | 99'232 | 29'758 | 52'939 CHF | 15'981 CHF | 98.58% | 98.58% |