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 | 2.24% | 0.63 CHF | 0.64 CHF | 155'000 | 155'000 | 66'378 | 66'378 | 51'113 CHF | 52'116 CHF | 99.87% | 99.87% |
22.05.2024 | 2.27% | 0.79 CHF | 0.80 CHF | 150'000 | 150'000 | 67'016 | 67'016 | 52'633 CHF | 53'651 CHF | 100.00% | 100.00% |
21.05.2024 | 2.20% | 0.78 CHF | 0.79 CHF | 150'000 | 150'000 | 66'849 | 66'849 | 52'819 CHF | 53'825 CHF | 98.32% | 98.32% |
17.05.2024 | 2.08% | 0.73 CHF | 0.74 CHF | 150'000 | 150'000 | 67'339 | 67'339 | 50'065 CHF | 50'951 CHF | 99.89% | 99.89% |
16.05.2024 | 2.34% | 0.74 CHF | 0.75 CHF | 150'000 | 150'000 | 68'528 | 68'528 | 46'672 CHF | 47'567 CHF | 100.00% | 100.00% |
15.05.2024 | 2.31% | 0.62 CHF | 0.63 CHF | 155'000 | 155'000 | 69'297 | 69'297 | 45'708 CHF | 46'611 CHF | 99.90% | 99.90% |
14.05.2024 | 2.24% | 0.72 CHF | 0.73 CHF | 150'000 | 150'000 | 68'606 | 68'606 | 47'619 CHF | 48'514 CHF | 99.99% | 99.99% |
13.05.2024 | 2.29% | 0.68 CHF | 0.69 CHF | 155'000 | 155'000 | 69'477 | 69'477 | 47'128 CHF | 48'031 CHF | 100.00% | 100.00% |
10.05.2024 | 2.15% | 0.69 CHF | 0.70 CHF | 155'000 | 155'000 | 68'277 | 68'277 | 48'391 CHF | 49'278 CHF | 100.00% | 100.00% |
08.05.2024 | 2.42% | 0.65 CHF | 0.66 CHF | 155'000 | 155'000 | 68'896 | 68'896 | 44'089 CHF | 44'990 CHF | 98.39% | 98.39% |