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 | 3.14% | 0.32 CHF | 0.33 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 12'593 CHF | 12'993 CHF | 98.59% | 98.59% |
21.05.2024 | 1.87% | 0.52 CHF | 0.53 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 21'180 CHF | 21'580 CHF | 100.00% | 100.00% |
17.05.2024 | 1.68% | 0.58 CHF | 0.59 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 23'705 CHF | 24'105 CHF | 99.98% | 99.98% |
16.05.2024 | 2.07% | 0.49 CHF | 0.50 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 19'164 CHF | 19'564 CHF | 99.84% | 99.84% |
15.05.2024 | 1.83% | 0.52 CHF | 0.53 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 21'811 CHF | 22'211 CHF | 99.38% | 99.38% |
14.05.2024 | 1.87% | 0.57 CHF | 0.58 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 21'376 CHF | 21'776 CHF | 98.74% | 98.74% |
13.05.2024 | 0.84% | 1.19 CHF | 1.20 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 47'186 CHF | 47'586 CHF | 99.99% | 99.99% |
10.05.2024 | 0.79% | 1.25 CHF | 1.26 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 50'325 CHF | 50'725 CHF | 99.99% | 99.99% |
08.05.2024 | 0.78% | 1.30 CHF | 1.31 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 51'325 CHF | 51'725 CHF | 99.98% | 99.98% |
07.05.2024 | 0.73% | 1.28 CHF | 1.29 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 54'451 CHF | 54'851 CHF | 99.80% | 99.80% |