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 | 0.51% | 1.98 CHF | 1.99 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 96'899 CHF | 97'399 CHF | 96.90% | 96.90% |
21.05.2024 | 0.70% | 1.86 CHF | 1.87 CHF | 50'000 | 50'000 | 38'375 | 38'375 | 70'642 CHF | 71'099 CHF | 91.58% | 91.58% |
17.05.2024 | 0.90% | 1.78 CHF | 1.80 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 45'185 CHF | 45'593 CHF | 100.00% | 100.00% |
16.05.2024 | 0.77% | 1.74 CHF | 1.75 CHF | 50'000 | 50'000 | 37'320 | 37'320 | 64'320 CHF | 64'774 CHF | 99.32% | 99.32% |
15.05.2024 | 0.59% | 1.71 CHF | 1.72 CHF | 50'000 | 50'000 | 49'801 | 49'752 | 84'946 CHF | 85'359 CHF | 98.95% | 98.95% |
14.05.2024 | 0.61% | 1.70 CHF | 1.71 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 82'079 CHF | 82'579 CHF | 97.27% | 97.27% |
13.05.2024 | 0.66% | 1.57 CHF | 1.58 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 75'966 CHF | 76'466 CHF | 100.00% | 100.00% |
10.05.2024 | 0.65% | 1.52 CHF | 1.53 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 76'377 CHF | 76'877 CHF | 100.00% | 100.00% |
08.05.2024 | 0.65% | 1.51 CHF | 1.52 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 76'262 CHF | 76'762 CHF | 100.00% | 100.00% |
07.05.2024 | 0.68% | 1.50 CHF | 1.51 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 73'524 CHF | 74'024 CHF | 99.98% | 99.98% |