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 | 2.10% | 0.68 CHF | 0.69 CHF | 155'000 | 155'000 | 66'380 | 66'380 | 54'756 CHF | 55'758 CHF | 99.87% | 99.87% |
22.05.2024 | 2.13% | 0.84 CHF | 0.85 CHF | 150'000 | 150'000 | 67'016 | 67'016 | 56'215 CHF | 57'233 CHF | 100.00% | 100.00% |
21.05.2024 | 2.07% | 0.84 CHF | 0.85 CHF | 150'000 | 150'000 | 66'848 | 66'848 | 56'329 CHF | 57'334 CHF | 98.33% | 98.33% |
17.05.2024 | 1.94% | 0.78 CHF | 0.79 CHF | 150'000 | 150'000 | 67'339 | 67'339 | 53'644 CHF | 54'531 CHF | 99.89% | 99.89% |
16.05.2024 | 2.17% | 0.79 CHF | 0.80 CHF | 150'000 | 150'000 | 68'523 | 68'523 | 50'276 CHF | 51'171 CHF | 100.00% | 100.00% |
15.05.2024 | 2.14% | 0.68 CHF | 0.69 CHF | 155'000 | 155'000 | 69'299 | 69'299 | 49'328 CHF | 50'231 CHF | 99.90% | 99.90% |
14.05.2024 | 2.09% | 0.77 CHF | 0.78 CHF | 150'000 | 150'000 | 68'606 | 68'606 | 51'203 CHF | 52'097 CHF | 100.00% | 100.00% |
13.05.2024 | 2.12% | 0.73 CHF | 0.74 CHF | 155'000 | 155'000 | 69'478 | 69'478 | 50'790 CHF | 51'693 CHF | 100.00% | 100.00% |
10.05.2024 | 2.00% | 0.74 CHF | 0.75 CHF | 155'000 | 155'000 | 68'279 | 68'279 | 52'043 CHF | 52'930 CHF | 100.00% | 100.00% |
08.05.2024 | 2.24% | 0.71 CHF | 0.72 CHF | 155'000 | 155'000 | 68'898 | 68'898 | 47'741 CHF | 48'642 CHF | 98.39% | 98.39% |