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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 1.82% | 0.56 CHF | 0.57 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 43'551 CHF | 44'351 CHF | 98.98% | 98.98% |
16.05.2024 | 1.83% | 0.53 CHF | 0.54 CHF | 80'000 | 80'000 | 79'905 | 79'905 | 43'311 CHF | 44'111 CHF | 100.00% | 100.00% |
15.05.2024 | 1.84% | 0.51 CHF | 0.52 CHF | 80'000 | 80'000 | 79'853 | 79'853 | 43'211 CHF | 44'011 CHF | 100.00% | 100.00% |
14.05.2024 | 1.97% | 0.53 CHF | 0.54 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 40'314 CHF | 41'114 CHF | 99.97% | 99.97% |
13.05.2024 | 1.74% | 0.57 CHF | 0.58 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 45'609 CHF | 46'409 CHF | 100.00% | 100.00% |
10.05.2024 | 1.72% | 0.57 CHF | 0.58 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 46'032 CHF | 46'832 CHF | 100.00% | 100.00% |
08.05.2024 | 1.97% | 0.51 CHF | 0.52 CHF | 90'000 | 90'000 | 89'979 | 89'979 | 45'326 CHF | 46'226 CHF | 99.09% | 99.09% |
07.05.2024 | 2.40% | 0.43 CHF | 0.44 CHF | 110'000 | 110'000 | 109'891 | 109'891 | 45'434 CHF | 46'534 CHF | 99.89% | 99.89% |
06.05.2024 | 2.81% | 0.36 CHF | 0.37 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 42'246 CHF | 43'446 CHF | 100.00% | 100.00% |
03.05.2024 | 3.46% | 0.27 CHF | 0.28 CHF | 110'000 | 110'000 | 109'973 | 109'973 | 31'259 CHF | 32'359 CHF | 98.88% | 98.88% |