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 | 1.85% | 0.54 CHF | 0.55 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 26'753 CHF | 27'253 CHF | 99.38% | 99.38% |
23.05.2024 | 1.93% | 0.50 CHF | 0.51 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 25'669 CHF | 26'169 CHF | 99.10% | 99.10% |
22.05.2024 | 1.82% | 0.54 CHF | 0.55 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 27'171 CHF | 27'671 CHF | 97.93% | 97.93% |
21.05.2024 | 1.73% | 0.57 CHF | 0.58 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 28'580 CHF | 29'080 CHF | 99.39% | 99.39% |
17.05.2024 | 1.64% | 0.61 CHF | 0.62 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 30'362 CHF | 30'862 CHF | 99.05% | 99.05% |
16.05.2024 | 1.41% | 0.70 CHF | 0.71 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 35'305 CHF | 35'805 CHF | 99.26% | 99.26% |
15.05.2024 | 1.63% | 0.65 CHF | 0.66 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 30'500 CHF | 31'000 CHF | 99.38% | 99.38% |
14.05.2024 | 1.59% | 0.63 CHF | 0.64 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 31'152 CHF | 31'652 CHF | 99.17% | 99.17% |
13.05.2024 | 1.54% | 0.64 CHF | 0.65 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 32'265 CHF | 32'765 CHF | 99.37% | 99.37% |
10.05.2024 | 1.47% | 0.67 CHF | 0.68 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 33'807 CHF | 34'307 CHF | 99.39% | 99.39% |