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 | 1.71% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 57'926 CHF | 58'926 CHF | 100.00% | 100.00% |
22.05.2024 | 1.76% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 56'232 CHF | 57'232 CHF | 100.00% | 100.00% |
21.05.2024 | 1.71% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 57'849 CHF | 58'849 CHF | 100.00% | 100.00% |
17.05.2024 | 1.69% | 0.60 CHF | 0.61 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 58'569 CHF | 59'569 CHF | 100.00% | 100.00% |
16.05.2024 | 1.59% | 0.60 CHF | 0.61 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 62'474 CHF | 63'474 CHF | 100.00% | 100.00% |
15.05.2024 | 1.57% | 0.65 CHF | 0.66 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 63'292 CHF | 64'292 CHF | 100.00% | 100.00% |
14.05.2024 | 1.60% | 0.63 CHF | 0.64 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 62'053 CHF | 63'053 CHF | 92.25% | 92.25% |
13.05.2024 | 1.60% | 0.63 CHF | 0.64 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 62'098 CHF | 63'098 CHF | 100.00% | 100.00% |
10.05.2024 | 1.57% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 63'169 CHF | 64'169 CHF | 100.00% | 100.00% |
08.05.2024 | 1.77% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'979 CHF | 56'979 CHF | 100.00% | 100.00% |