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 | 0.83% | 2.56 CHF | 2.57 CHF | 20'000 | 20'000 | 29'705 | 9'927 | 64'913 CHF | 22'436 CHF | 99.68% | 99.68% |
23.05.2024 | 0.66% | 2.33 CHF | 2.34 CHF | 30'000 | 20'000 | 21'731 | 9'911 | 58'282 CHF | 26'148 CHF | 99.58% | 99.58% |
22.05.2024 | 0.60% | 2.74 CHF | 2.75 CHF | 20'000 | 20'000 | 20'000 | 10'041 | 58'774 CHF | 29'348 CHF | 97.33% | 97.33% |
21.05.2024 | 0.46% | 2.53 CHF | 2.54 CHF | 20'000 | 5'000 | 29'159 | 3'044 | 62'776 CHF | 6'790 CHF | 99.63% | 99.63% |
17.05.2024 | 0.46% | 2.45 CHF | 2.46 CHF | 30'000 | 5'000 | 30'000 | 3'045 | 65'541 CHF | 6'704 CHF | 99.41% | 99.41% |
16.05.2024 | 0.47% | 2.24 CHF | 2.25 CHF | 30'000 | 5'000 | 30'000 | 3'043 | 63'580 CHF | 6'460 CHF | 99.67% | 99.67% |
15.05.2024 | 0.41% | 2.12 CHF | 2.13 CHF | 30'000 | 5'000 | 25'563 | 3'054 | 61'632 CHF | 7'294 CHF | 97.58% | 97.58% |
14.05.2024 | 0.49% | 2.57 CHF | 2.58 CHF | 20'000 | 5'000 | 29'819 | 3'049 | 60'611 CHF | 6'395 CHF | 98.68% | 98.68% |
13.05.2024 | 0.57% | 2.04 CHF | 2.05 CHF | 30'000 | 5'000 | 31'433 | 3'044 | 55'353 CHF | 5'560 CHF | 99.52% | 99.52% |
10.05.2024 | 0.50% | 1.62 CHF | 1.63 CHF | 40'000 | 5'000 | 30'592 | 3'032 | 60'877 CHF | 5'961 CHF | 98.57% | 98.57% |