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 | 1.31% | 0.78 CHF | 0.79 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 15'175 CHF | 15'375 CHF | 98.22% | 98.22% |
21.05.2024 | 1.30% | 0.75 CHF | 0.76 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 15'303 CHF | 15'503 CHF | 99.70% | 99.70% |
17.05.2024 | 1.75% | 0.55 CHF | 0.56 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 11'313 CHF | 11'513 CHF | 100.00% | 100.00% |
16.05.2024 | 1.65% | 0.58 CHF | 0.59 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 12'042 CHF | 12'242 CHF | 99.77% | 99.77% |
15.05.2024 | 1.72% | 0.60 CHF | 0.61 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 11'538 CHF | 11'738 CHF | 100.00% | 100.00% |
14.05.2024 | 1.71% | 0.58 CHF | 0.59 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 11'630 CHF | 11'830 CHF | 100.00% | 100.00% |
13.05.2024 | 1.77% | 0.57 CHF | 0.58 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 11'203 CHF | 11'403 CHF | 100.00% | 100.00% |
10.05.2024 | 1.74% | 0.57 CHF | 0.58 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 11'423 CHF | 11'623 CHF | 100.00% | 100.00% |
08.05.2024 | 1.91% | 0.53 CHF | 0.54 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 10'391 CHF | 10'591 CHF | 100.00% | 100.00% |
07.05.2024 | 1.95% | 0.51 CHF | 0.52 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 10'178 CHF | 10'378 CHF | 99.76% | 99.76% |