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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24.05.2024 | 0.55% | 1.91 CHF | 1.92 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 72'330 CHF | 72'730 CHF | 100.00% | 100.00% |
23.05.2024 | 0.54% | 1.81 CHF | 1.82 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 74'447 CHF | 74'847 CHF | 99.99% | 99.99% |
22.05.2024 | 0.56% | 1.75 CHF | 1.76 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 70'934 CHF | 71'334 CHF | 100.00% | 100.00% |
21.05.2024 | 0.60% | 1.72 CHF | 1.73 CHF | 40'000 | 40'000 | 39'974 | 39'974 | 66'333 CHF | 66'733 CHF | 99.81% | 99.81% |
17.05.2024 | 0.60% | 1.70 CHF | 1.71 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 66'433 CHF | 66'833 CHF | 98.88% | 98.88% |
16.05.2024 | 0.67% | 1.50 CHF | 1.51 CHF | 40'000 | 40'000 | 39'938 | 39'938 | 59'289 CHF | 59'689 CHF | 100.00% | 100.00% |
15.05.2024 | 0.84% | 1.19 CHF | 1.20 CHF | 40'000 | 40'000 | 39'928 | 39'928 | 47'459 CHF | 47'859 CHF | 100.00% | 100.00% |
14.05.2024 | 0.87% | 1.15 CHF | 1.16 CHF | 40'000 | 40'000 | 39'978 | 39'978 | 45'735 CHF | 46'135 CHF | 100.00% | 100.00% |
13.05.2024 | 0.77% | 1.27 CHF | 1.28 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 51'673 CHF | 52'073 CHF | 100.00% | 100.00% |
10.05.2024 | 0.76% | 1.33 CHF | 1.34 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 52'467 CHF | 52'867 CHF | 100.00% | 100.00% |