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 | 1.90% | 0.52 CHF | 0.53 CHF | 72'651 | 50'000 | 72'486 | 50'000 | 37'773 CHF | 26'557 CHF | 97.30% | 97.30% |
21.05.2024 | 1.82% | 0.54 CHF | 0.55 CHF | 71'873 | 50'000 | 71'762 | 50'000 | 39'104 CHF | 27'749 CHF | 100.00% | 100.00% |
17.05.2024 | 2.03% | 0.50 CHF | 0.51 CHF | 72'391 | 50'000 | 72'748 | 50'000 | 35'552 CHF | 24'937 CHF | 100.00% | 100.00% |
16.05.2024 | 1.82% | 0.52 CHF | 0.53 CHF | 71'793 | 50'000 | 71'210 | 50'000 | 38'823 CHF | 27'762 CHF | 99.25% | 99.25% |
15.05.2024 | 1.83% | 0.56 CHF | 0.57 CHF | 71'041 | 50'000 | 71'350 | 49'759 | 39'000 CHF | 27'698 CHF | 98.90% | 98.90% |
14.05.2024 | 1.86% | 0.54 CHF | 0.55 CHF | 71'557 | 50'000 | 71'823 | 50'000 | 38'191 CHF | 27'088 CHF | 100.00% | 100.00% |
13.05.2024 | 1.83% | 0.53 CHF | 0.54 CHF | 71'841 | 50'000 | 71'603 | 50'000 | 38'689 CHF | 27'516 CHF | 100.00% | 100.00% |
10.05.2024 | 1.84% | 0.54 CHF | 0.55 CHF | 71'691 | 50'000 | 71'741 | 50'000 | 38'588 CHF | 27'394 CHF | 100.00% | 100.00% |
08.05.2024 | 1.98% | 0.51 CHF | 0.52 CHF | 72'350 | 50'000 | 72'626 | 50'000 | 36'318 CHF | 25'504 CHF | 98.86% | 98.86% |
07.05.2024 | 2.21% | 0.49 CHF | 0.50 CHF | 72'568 | 50'000 | 73'506 | 50'000 | 33'068 CHF | 23'004 CHF | 97.06% | 97.06% |