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 | 2.91% | 0.93 CHF | 0.95 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 56'113 CHF | 24'070 CHF | 99.51% | 99.51% |
22.05.2024 | 2.75% | 0.92 CHF | 0.95 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 55'020 CHF | 23'566 CHF | 96.88% | 96.88% |
21.05.2024 | 2.96% | 0.91 CHF | 0.94 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 54'144 CHF | 23'237 CHF | 100.00% | 100.00% |
17.05.2024 | 3.23% | 0.93 CHF | 0.96 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 54'900 CHF | 23'625 CHF | 100.00% | 100.00% |
16.05.2024 | 3.16% | 0.93 CHF | 0.95 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 55'196 CHF | 23'737 CHF | 98.73% | 98.73% |
15.05.2024 | 3.21% | 0.92 CHF | 0.94 CHF | 60'000 | 25'000 | 60'000 | 24'950 | 54'193 CHF | 23'270 CHF | 98.95% | 98.95% |
14.05.2024 | 3.12% | 0.91 CHF | 0.94 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 53'172 CHF | 22'857 CHF | 100.00% | 100.00% |
13.05.2024 | 3.08% | 0.88 CHF | 0.90 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 53'683 CHF | 23'067 CHF | 100.00% | 100.00% |
10.05.2024 | 2.71% | 0.89 CHF | 0.92 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 53'305 CHF | 22'821 CHF | 100.00% | 100.00% |
08.05.2024 | 3.32% | 0.89 CHF | 0.91 CHF | 60'000 | 25'000 | 66'423 | 25'000 | 55'858 CHF | 21'771 CHF | 100.00% | 100.00% |