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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 1.61% | 0.56 CHF | 0.57 CHF | 210'000 | 210'000 | 102'550 | 102'550 | 63'768 CHF | 64'805 CHF | 100.00% | 100.00% |
22.05.2024 | 1.50% | 0.70 CHF | 0.71 CHF | 210'000 | 210'000 | 102'964 | 102'964 | 69'769 CHF | 70'800 CHF | 100.00% | 100.00% |
21.05.2024 | 1.46% | 0.67 CHF | 0.68 CHF | 210'000 | 210'000 | 103'097 | 103'097 | 71'048 CHF | 72'081 CHF | 99.33% | 99.33% |
17.05.2024 | 1.45% | 0.69 CHF | 0.70 CHF | 210'000 | 210'000 | 103'037 | 103'037 | 71'548 CHF | 72'579 CHF | 100.00% | 100.00% |
16.05.2024 | 1.57% | 0.67 CHF | 0.68 CHF | 210'000 | 210'000 | 101'884 | 101'884 | 66'199 CHF | 67'221 CHF | 100.00% | 100.00% |
15.05.2024 | 1.67% | 0.60 CHF | 0.61 CHF | 210'000 | 210'000 | 102'238 | 102'238 | 61'828 CHF | 62'854 CHF | 100.00% | 100.00% |
14.05.2024 | 1.75% | 0.58 CHF | 0.59 CHF | 220'000 | 220'000 | 103'027 | 103'027 | 59'693 CHF | 60'726 CHF | 99.99% | 99.99% |
13.05.2024 | 1.91% | 0.61 CHF | 0.62 CHF | 210'000 | 210'000 | 103'704 | 103'704 | 56'872 CHF | 57'911 CHF | 100.00% | 100.00% |
10.05.2024 | 1.88% | 0.53 CHF | 0.54 CHF | 220'000 | 220'000 | 107'317 | 107'317 | 57'734 CHF | 58'809 CHF | 100.00% | 100.00% |
08.05.2024 | 1.84% | 0.50 CHF | 0.51 CHF | 220'000 | 220'000 | 104'007 | 104'007 | 56'141 CHF | 57'183 CHF | 98.72% | 98.72% |