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 | 1.57% | 0.61 CHF | 0.62 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 63'145 CHF | 64'145 CHF | 99.51% | 99.51% |
22.05.2024 | 1.57% | 0.64 CHF | 0.65 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 63'102 CHF | 64'102 CHF | 96.65% | 96.65% |
21.05.2024 | 1.56% | 0.64 CHF | 0.65 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 63'523 CHF | 64'523 CHF | 100.00% | 100.00% |
17.05.2024 | 1.57% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 63'265 CHF | 64'265 CHF | 100.00% | 100.00% |
16.05.2024 | 1.62% | 0.60 CHF | 0.61 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 61'069 CHF | 62'069 CHF | 99.35% | 99.35% |
15.05.2024 | 1.57% | 0.64 CHF | 0.65 CHF | 100'000 | 100'000 | 99'832 | 99'750 | 63'639 CHF | 64'591 CHF | 98.88% | 98.88% |
14.05.2024 | 1.60% | 0.64 CHF | 0.65 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 61'962 CHF | 62'962 CHF | 100.00% | 100.00% |
13.05.2024 | 1.64% | 0.61 CHF | 0.62 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 60'519 CHF | 61'519 CHF | 100.00% | 100.00% |
10.05.2024 | 1.73% | 0.59 CHF | 0.60 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 114'641 CHF | 116'641 CHF | 100.00% | 100.00% |
08.05.2024 | 1.88% | 0.53 CHF | 0.54 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 105'250 CHF | 107'250 CHF | 100.00% | 100.00% |