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 | 2.02% | 0.46 CHF | 0.47 CHF | 125'000 | 125'000 | 113'365 | 113'365 | 55'418 CHF | 56'552 CHF | 99.93% | 99.93% |
22.05.2024 | 2.19% | 0.44 CHF | 0.45 CHF | 125'000 | 125'000 | 124'385 | 124'385 | 56'128 CHF | 57'372 CHF | 100.00% | 100.00% |
21.05.2024 | 1.99% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 112'499 | 112'499 | 56'002 CHF | 57'127 CHF | 100.00% | 100.00% |
17.05.2024 | 1.88% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 100'525 | 100'525 | 53'115 CHF | 54'120 CHF | 100.00% | 100.00% |
16.05.2024 | 1.57% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 99'305 | 99'305 | 62'691 CHF | 63'685 CHF | 100.00% | 100.00% |
15.05.2024 | 1.51% | 0.69 CHF | 0.70 CHF | 100'000 | 100'000 | 94'407 | 94'407 | 61'985 CHF | 62'929 CHF | 100.00% | 100.00% |
14.05.2024 | 1.59% | 0.65 CHF | 0.66 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 62'495 CHF | 63'495 CHF | 91.75% | 91.75% |
13.05.2024 | 1.57% | 0.64 CHF | 0.65 CHF | 100'000 | 100'000 | 99'544 | 99'544 | 63'038 CHF | 64'034 CHF | 100.00% | 100.00% |
10.05.2024 | 1.49% | 0.63 CHF | 0.64 CHF | 75'000 | 75'000 | 85'657 | 85'657 | 56'755 CHF | 57'611 CHF | 100.00% | 100.00% |
08.05.2024 | 2.00% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 109'543 | 109'543 | 53'970 CHF | 55'066 CHF | 100.00% | 100.00% |