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 | 59'983 CHF | 61'012 CHF | 95.44% | 95.44% |
22.05.2024 | 1.41% | 0.65 CHF | 0.66 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 70'475 CHF | 71'475 CHF | 97.30% | 97.30% |
21.05.2024 | 1.32% | 0.73 CHF | 0.74 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 74'983 CHF | 75'983 CHF | 99.97% | 99.97% |
17.05.2024 | 1.32% | 0.77 CHF | 0.78 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 77'290 CHF | 78'314 CHF | 100.00% | 100.00% |
16.05.2024 | 1.37% | 0.75 CHF | 0.76 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 72'246 CHF | 73'246 CHF | 99.25% | 99.25% |
15.05.2024 | 1.34% | 0.75 CHF | 0.76 CHF | 100'000 | 100'000 | 99'446 | 99'252 | 75'235 CHF | 76'096 CHF | 98.90% | 98.90% |
14.05.2024 | 1.44% | 0.76 CHF | 0.77 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 72'520 CHF | 73'569 CHF | 100.00% | 100.00% |
13.05.2024 | 1.50% | 0.73 CHF | 0.74 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 70'818 CHF | 71'885 CHF | 100.00% | 100.00% |
10.05.2024 | 1.46% | 0.70 CHF | 0.71 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 68'198 CHF | 69'198 CHF | 99.41% | 99.41% |
08.05.2024 | 1.46% | 0.69 CHF | 0.70 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 68'051 CHF | 69'051 CHF | 100.00% | 100.00% |