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 | 1.73% | 0.62 CHF | 0.63 CHF | 150'000 | 50'000 | 163'216 | 54'402 | 93'189 CHF | 31'605 CHF | 99.36% | 99.36% |
21.05.2024 | 1.49% | 0.67 CHF | 0.68 CHF | 150'000 | 50'000 | 156'424 | 52'135 | 105'288 CHF | 35'613 CHF | 87.00% | 87.00% |
17.05.2024 | 0.92% | 1.08 CHF | 1.09 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 162'951 CHF | 54'817 CHF | 99.36% | 99.36% |
16.05.2024 | 0.78% | 1.26 CHF | 1.27 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 192'573 CHF | 64'691 CHF | 98.49% | 98.49% |
15.05.2024 | 0.78% | 1.28 CHF | 1.29 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 191'279 CHF | 64'260 CHF | 98.31% | 98.31% |
14.05.2024 | 0.77% | 1.24 CHF | 1.25 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 194'447 CHF | 65'316 CHF | 99.35% | 99.35% |
13.05.2024 | 0.74% | 1.28 CHF | 1.29 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 201'906 CHF | 67'802 CHF | 98.93% | 98.93% |
10.05.2024 | 0.71% | 1.38 CHF | 1.39 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 210'192 CHF | 70'564 CHF | 99.22% | 99.22% |
08.05.2024 | 0.66% | 1.41 CHF | 1.42 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 229'012 CHF | 76'837 CHF | 98.61% | 98.61% |
07.05.2024 | 0.52% | 1.87 CHF | 1.88 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 286'960 CHF | 96'153 CHF | 94.70% | 94.70% |