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 | 1.56% | 1.17 CHF | 1.18 CHF | 100'000 | 100'000 | 37'365 | 37'365 | 43'180 CHF | 43'710 CHF | 99.62% | 99.62% |
22.05.2024 | 1.60% | 1.11 CHF | 1.12 CHF | 100'000 | 100'000 | 37'747 | 37'747 | 41'562 CHF | 42'095 CHF | 97.50% | 97.50% |
21.05.2024 | 1.58% | 1.09 CHF | 1.10 CHF | 100'000 | 100'000 | 37'377 | 37'377 | 41'498 CHF | 42'028 CHF | 99.57% | 99.57% |
17.05.2024 | 1.54% | 1.15 CHF | 1.16 CHF | 100'000 | 100'000 | 37'369 | 37'369 | 42'874 CHF | 43'404 CHF | 99.63% | 99.63% |
16.05.2024 | 1.56% | 1.14 CHF | 1.15 CHF | 100'000 | 100'000 | 37'357 | 37'357 | 42'329 CHF | 42'859 CHF | 99.61% | 99.61% |
15.05.2024 | 1.47% | 1.14 CHF | 1.15 CHF | 100'000 | 100'000 | 37'372 | 37'372 | 44'176 CHF | 44'706 CHF | 99.62% | 99.62% |
14.05.2024 | 1.44% | 1.22 CHF | 1.23 CHF | 100'000 | 100'000 | 37'368 | 37'368 | 45'742 CHF | 46'273 CHF | 99.62% | 99.62% |
13.05.2024 | 1.39% | 1.25 CHF | 1.26 CHF | 100'000 | 100'000 | 37'370 | 37'370 | 47'405 CHF | 47'935 CHF | 99.63% | 99.63% |
10.05.2024 | 1.38% | 1.34 CHF | 1.35 CHF | 100'000 | 100'000 | 37'054 | 37'054 | 48'444 CHF | 48'972 CHF | 98.59% | 98.59% |
08.05.2024 | 1.31% | 1.37 CHF | 1.38 CHF | 100'000 | 100'000 | 37'368 | 37'368 | 50'908 CHF | 51'438 CHF | 99.63% | 99.63% |