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 | 5.52% | 0.18 CHF | 0.19 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 8'815 CHF | 9'315 CHF | 99.33% | 99.33% |
24.05.2024 | 5.13% | 0.19 CHF | 0.20 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 9'506 CHF | 10'006 CHF | 100.00% | 100.00% |
23.05.2024 | 5.21% | 0.19 CHF | 0.20 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 9'365 CHF | 9'865 CHF | 99.56% | 99.56% |
22.05.2024 | 4.72% | 0.21 CHF | 0.22 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 10'349 CHF | 10'849 CHF | 98.25% | 98.25% |
21.05.2024 | 4.49% | 0.22 CHF | 0.23 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 10'880 CHF | 11'380 CHF | 100.00% | 100.00% |
17.05.2024 | 4.58% | 0.22 CHF | 0.23 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 10'669 CHF | 11'169 CHF | 100.00% | 100.00% |
16.05.2024 | 4.67% | 0.21 CHF | 0.22 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 10'456 CHF | 10'956 CHF | 99.77% | 99.77% |
15.05.2024 | 4.65% | 0.20 CHF | 0.21 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 10'498 CHF | 10'998 CHF | 100.00% | 100.00% |
14.05.2024 | 4.71% | 0.21 CHF | 0.22 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 10'374 CHF | 10'874 CHF | 100.00% | 100.00% |
13.05.2024 | 4.56% | 0.22 CHF | 0.23 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 10'720 CHF | 11'220 CHF | 100.00% | 100.00% |