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 |
---|---|---|---|---|---|---|---|---|---|---|---|
27.05.2024 | 3.09% | 0.66 CHF | 0.68 CHF | 80'000 | 50'000 | 80'615 | 50'000 | 52'006 CHF | 33'277 CHF | 79.93% | 79.93% |
24.05.2024 | 3.22% | 0.64 CHF | 0.66 CHF | 80'000 | 50'000 | 80'199 | 50'000 | 52'047 CHF | 33'514 CHF | 92.29% | 92.29% |
23.05.2024 | 3.09% | 0.67 CHF | 0.69 CHF | 80'000 | 50'000 | 79'993 | 50'000 | 54'418 CHF | 35'083 CHF | 99.05% | 99.05% |
22.05.2024 | 3.29% | 0.63 CHF | 0.65 CHF | 86'961 | 50'000 | 87'090 | 50'000 | 53'689 CHF | 31'855 CHF | 82.34% | 82.34% |
21.05.2024 | 3.30% | 0.63 CHF | 0.65 CHF | 87'004 | 50'000 | 85'477 | 50'000 | 52'873 CHF | 31'978 CHF | 94.99% | 94.99% |
17.05.2024 | 3.55% | 0.64 CHF | 0.66 CHF | 80'000 | 50'000 | 86'877 | 50'000 | 53'337 CHF | 31'822 CHF | 69.36% | 69.36% |
16.05.2024 | 3.13% | 0.67 CHF | 0.69 CHF | 80'000 | 50'000 | 80'014 | 50'000 | 53'104 CHF | 34'238 CHF | 96.83% | 96.83% |
15.05.2024 | 2.16% | 0.63 CHF | 0.65 CHF | 86'822 | 50'000 | 87'790 | 49'376 | 52'693 CHF | 30'328 CHF | 77.77% | 77.77% |
14.05.2024 | 1.91% | 0.59 CHF | 0.60 CHF | 90'000 | 50'000 | 88'317 | 49'360 | 51'130 CHF | 29'123 CHF | 99.73% | 99.73% |
13.05.2024 | 1.95% | 0.55 CHF | 0.56 CHF | 95'206 | 50'000 | 96'888 | 50'000 | 51'225 CHF | 26'965 CHF | 100.00% | 100.00% |