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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24.05.2024 | 1.95% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 50'725 CHF | 51'725 CHF | 99.38% | 99.38% |
23.05.2024 | 1.91% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 51'940 CHF | 52'940 CHF | 99.09% | 99.09% |
22.05.2024 | 2.02% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 48'954 CHF | 49'954 CHF | 97.95% | 97.95% |
21.05.2024 | 1.78% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'652 CHF | 56'652 CHF | 99.39% | 99.39% |
17.05.2024 | 1.57% | 0.64 CHF | 0.65 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 63'338 CHF | 64'338 CHF | 99.06% | 99.06% |
16.05.2024 | 1.61% | 0.65 CHF | 0.66 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 61'599 CHF | 62'599 CHF | 99.25% | 99.25% |
15.05.2024 | 1.82% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 54'947 CHF | 55'947 CHF | 99.38% | 99.38% |
14.05.2024 | 1.54% | 0.64 CHF | 0.65 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 64'485 CHF | 65'485 CHF | 99.18% | 99.18% |
13.05.2024 | 1.61% | 0.60 CHF | 0.61 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 61'600 CHF | 62'600 CHF | 99.39% | 99.39% |
10.05.2024 | 1.59% | 0.59 CHF | 0.60 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 62'491 CHF | 63'491 CHF | 99.37% | 99.37% |