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 | 2.29% | 0.36 CHF | 0.37 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 129'910 CHF | 44'303 CHF | 99.16% | 99.16% |
21.05.2024 | 2.24% | 0.45 CHF | 0.46 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 132'350 CHF | 45'117 CHF | 95.89% | 95.89% |
17.05.2024 | 2.45% | 0.44 CHF | 0.45 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 120'992 CHF | 41'331 CHF | 99.22% | 99.22% |
16.05.2024 | 2.44% | 0.42 CHF | 0.43 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 121'664 CHF | 41'555 CHF | 96.19% | 96.19% |
15.05.2024 | 2.24% | 0.42 CHF | 0.43 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 132'445 CHF | 45'148 CHF | 98.73% | 98.73% |
14.05.2024 | 2.22% | 0.45 CHF | 0.46 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 133'613 CHF | 45'538 CHF | 93.05% | 93.05% |
13.05.2024 | 2.10% | 0.43 CHF | 0.44 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 141'690 CHF | 48'230 CHF | 92.48% | 92.48% |
10.05.2024 | 2.09% | 0.48 CHF | 0.49 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 141'720 CHF | 48'240 CHF | 99.23% | 99.23% |
08.05.2024 | 1.82% | 0.52 CHF | 0.53 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 163'714 CHF | 55'571 CHF | 99.21% | 99.21% |
07.05.2024 | 1.99% | 0.50 CHF | 0.51 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 149'606 CHF | 50'869 CHF | 99.24% | 99.24% |