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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.05.2024 | 2.16% | 0.45 CHF | 0.46 CHF | 120'000 | 100'000 | 112'187 | 100'000 | 51'350 CHF | 46'787 CHF | 98.88% | 98.88% |
21.05.2024 | 2.05% | 0.49 CHF | 0.50 CHF | 110'000 | 100'000 | 110'000 | 100'000 | 53'000 CHF | 49'182 CHF | 99.96% | 99.96% |
17.05.2024 | 1.94% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 51'057 CHF | 52'057 CHF | 99.99% | 99.99% |
16.05.2024 | 3.91% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 84'226 | 84'226 | 47'102 CHF | 48'179 CHF | 98.95% | 98.95% |
15.05.2024 | 5.30% | 0.52 CHF | 0.59 CHF | 20'000 | 20'000 | 73'193 | 73'193 | 41'503 CHF | 42'635 CHF | 98.05% | 98.05% |
14.05.2024 | 1.85% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 98'953 | 98'953 | 57'119 CHF | 58'125 CHF | 97.88% | 97.88% |
13.05.2024 | 1.85% | 0.59 CHF | 0.60 CHF | 100'000 | 100'000 | 98'507 | 98'507 | 58'905 CHF | 59'913 CHF | 99.99% | 99.99% |
10.05.2024 | 1.63% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 60'879 CHF | 61'879 CHF | 96.01% | 96.01% |
08.05.2024 | 1.60% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 61'918 CHF | 62'918 CHF | 100.00% | 100.00% |
07.05.2024 | 1.61% | 0.61 CHF | 0.62 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 61'784 CHF | 62'784 CHF | 99.94% | 99.94% |