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 |
---|---|---|---|---|---|---|---|---|---|---|---|
27.05.2024 | 4.60% | 0.45 CHF | 0.47 CHF | 65'672 | 50'000 | 66'981 | 50'000 | 29'291 CHF | 22'909 CHF | 88.23% | 88.23% |
24.05.2024 | 4.67% | 0.45 CHF | 0.47 CHF | 66'081 | 50'000 | 67'482 | 50'000 | 30'264 CHF | 23'511 CHF | 78.01% | 78.01% |
23.05.2024 | 4.14% | 0.47 CHF | 0.49 CHF | 65'284 | 50'000 | 67'399 | 50'000 | 32'539 CHF | 25'159 CHF | 19.79% | 19.79% |
22.05.2024 | 4.89% | 0.42 CHF | 0.44 CHF | 67'806 | 50'000 | 68'421 | 50'000 | 28'036 CHF | 21'514 CHF | 74.73% | 74.73% |
21.05.2024 | 5.07% | 0.41 CHF | 0.43 CHF | 68'149 | 50'000 | 69'138 | 50'000 | 28'161 CHF | 21'425 CHF | 93.96% | 93.96% |
17.05.2024 | 5.32% | 0.41 CHF | 0.43 CHF | 68'654 | 50'000 | 70'705 | 50'000 | 28'275 CHF | 21'089 CHF | 70.19% | 70.19% |
16.05.2024 | 4.36% | 0.45 CHF | 0.47 CHF | 67'746 | 50'000 | 67'884 | 50'000 | 31'108 CHF | 23'938 CHF | 57.11% | 57.11% |
15.05.2024 | 5.30% | 0.42 CHF | 0.44 CHF | 70'415 | 50'000 | 71'908 | 50'000 | 27'881 CHF | 20'473 CHF | 90.41% | 90.41% |
14.05.2024 | 5.62% | 0.37 CHF | 0.39 CHF | 72'709 | 50'000 | 73'249 | 49'361 | 25'978 CHF | 18'523 CHF | 99.99% | 99.99% |
13.05.2024 | 6.67% | 0.32 CHF | 0.34 CHF | 78'969 | 50'000 | 81'727 | 50'000 | 24'225 CHF | 15'857 CHF | 99.38% | 99.38% |