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 | 0.57% | 1.79 CHF | 1.80 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 87'338 CHF | 87'838 CHF | 96.90% | 96.90% |
21.05.2024 | 0.78% | 1.67 CHF | 1.68 CHF | 50'000 | 50'000 | 38'375 | 38'375 | 63'301 CHF | 63'760 CHF | 91.58% | 91.58% |
17.05.2024 | 0.97% | 1.59 CHF | 1.61 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 40'411 CHF | 40'806 CHF | 100.00% | 100.00% |
16.05.2024 | 0.85% | 1.55 CHF | 1.56 CHF | 50'000 | 50'000 | 37'320 | 37'320 | 57'165 CHF | 57'612 CHF | 99.32% | 99.32% |
15.05.2024 | 0.66% | 1.52 CHF | 1.53 CHF | 50'000 | 50'000 | 49'901 | 49'752 | 75'582 CHF | 75'853 CHF | 98.95% | 98.95% |
14.05.2024 | 0.69% | 1.51 CHF | 1.52 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 72'519 CHF | 73'019 CHF | 97.33% | 97.33% |
13.05.2024 | 0.75% | 1.38 CHF | 1.39 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 66'394 CHF | 66'894 CHF | 100.00% | 100.00% |
10.05.2024 | 0.75% | 1.33 CHF | 1.34 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 66'822 CHF | 67'322 CHF | 100.00% | 100.00% |
08.05.2024 | 0.75% | 1.31 CHF | 1.32 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 66'661 CHF | 67'161 CHF | 100.00% | 100.00% |
07.05.2024 | 0.78% | 1.31 CHF | 1.32 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 63'951 CHF | 64'451 CHF | 99.98% | 99.98% |