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 | 3.87% | 0.56 CHF | 0.58 CHF | 90'000 | 50'000 | 94'935 | 50'000 | 52'146 CHF | 28'586 CHF | 98.35% | 98.35% |
22.05.2024 | 2.66% | 0.52 CHF | 0.54 CHF | 100'000 | 50'000 | 105'541 | 50'000 | 52'128 CHF | 25'404 CHF | 97.30% | 97.30% |
21.05.2024 | 2.64% | 0.49 CHF | 0.50 CHF | 110'000 | 50'000 | 102'044 | 50'000 | 52'043 CHF | 26'230 CHF | 91.22% | 91.22% |
17.05.2024 | 2.47% | 0.50 CHF | 0.51 CHF | 100'000 | 50'000 | 109'962 | 50'000 | 52'126 CHF | 24'372 CHF | 95.43% | 95.43% |
16.05.2024 | 3.67% | 0.50 CHF | 0.51 CHF | 100'000 | 50'000 | 93'174 | 50'000 | 52'474 CHF | 29'262 CHF | 84.78% | 84.78% |
15.05.2024 | 2.73% | 0.59 CHF | 0.61 CHF | 90'000 | 50'000 | 100'395 | 49'737 | 52'473 CHF | 26'817 CHF | 91.22% | 91.22% |
14.05.2024 | 4.68% | 0.49 CHF | 0.51 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 11'371 CHF | 11'914 CHF | 95.45% | 95.45% |
13.05.2024 | 4.32% | 0.49 CHF | 0.51 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 12'709 CHF | 13'270 CHF | 65.67% | 65.67% |
10.05.2024 | 3.74% | 0.74 CHF | 0.77 CHF | 25'000 | 25'000 | 43'498 | 34'826 | 31'669 CHF | 26'292 CHF | 83.34% | 83.34% |
08.05.2024 | 3.71% | 0.56 CHF | 0.59 CHF | 90'000 | 50'000 | 90'646 | 50'000 | 52'697 CHF | 30'179 CHF | 99.43% | 99.43% |