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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.05.2024 | 0.49% | 2.07 CHF | 2.08 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 101'622 CHF | 102'122 CHF | 96.90% | 96.90% |
21.05.2024 | 0.68% | 1.95 CHF | 1.96 CHF | 50'000 | 50'000 | 38'367 | 38'367 | 74'268 CHF | 74'729 CHF | 91.52% | 91.52% |
17.05.2024 | 0.87% | 1.88 CHF | 1.89 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 47'547 CHF | 47'961 CHF | 100.00% | 100.00% |
16.05.2024 | 0.72% | 1.83 CHF | 1.84 CHF | 50'000 | 50'000 | 37'320 | 37'320 | 67'802 CHF | 68'250 CHF | 99.32% | 99.32% |
15.05.2024 | 0.56% | 1.80 CHF | 1.81 CHF | 50'000 | 50'000 | 49'801 | 49'752 | 89'649 CHF | 90'057 CHF | 98.95% | 98.95% |
14.05.2024 | 0.57% | 1.80 CHF | 1.81 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 86'821 CHF | 87'321 CHF | 97.32% | 97.32% |
13.05.2024 | 0.62% | 1.66 CHF | 1.67 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 80'692 CHF | 81'192 CHF | 100.00% | 100.00% |
10.05.2024 | 0.61% | 1.62 CHF | 1.63 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 81'104 CHF | 81'604 CHF | 100.00% | 100.00% |
08.05.2024 | 0.62% | 1.60 CHF | 1.61 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 80'971 CHF | 81'471 CHF | 100.00% | 100.00% |
07.05.2024 | 0.64% | 1.60 CHF | 1.61 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 78'259 CHF | 78'759 CHF | 99.98% | 99.98% |