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 | 1.37% | 0.76 CHF | 0.77 CHF | 75'000 | 50'000 | 75'000 | 50'000 | 54'562 CHF | 36'875 CHF | 99.34% | 99.34% |
23.05.2024 | 1.44% | 0.69 CHF | 0.70 CHF | 75'000 | 50'000 | 75'000 | 50'000 | 51'811 CHF | 35'041 CHF | 99.36% | 99.36% |
22.05.2024 | 1.53% | 0.66 CHF | 0.67 CHF | 75'000 | 50'000 | 75'000 | 50'000 | 48'521 CHF | 32'847 CHF | 99.37% | 99.37% |
21.05.2024 | 1.53% | 0.65 CHF | 0.66 CHF | 75'000 | 50'000 | 75'000 | 50'000 | 48'755 CHF | 33'004 CHF | 99.24% | 99.24% |
17.05.2024 | 1.55% | 0.65 CHF | 0.66 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 64'028 CHF | 32'514 CHF | 99.36% | 99.36% |
16.05.2024 | 1.49% | 0.67 CHF | 0.68 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 66'490 CHF | 33'745 CHF | 98.48% | 98.48% |
15.05.2024 | 1.55% | 0.66 CHF | 0.67 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 63'841 CHF | 32'421 CHF | 98.33% | 98.33% |
14.05.2024 | 1.58% | 0.64 CHF | 0.65 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 62'677 CHF | 31'839 CHF | 99.36% | 99.36% |
13.05.2024 | 1.59% | 0.61 CHF | 0.62 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 62'494 CHF | 31'747 CHF | 98.93% | 98.93% |
10.05.2024 | 1.56% | 0.62 CHF | 0.63 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 63'477 CHF | 32'239 CHF | 99.38% | 99.38% |