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 | 1.41% | 0.74 CHF | 0.75 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 106'040 CHF | 107'540 CHF | 99.53% | 99.53% |
22.05.2024 | 1.41% | 0.68 CHF | 0.69 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 105'954 CHF | 107'454 CHF | 98.39% | 98.39% |
21.05.2024 | 1.43% | 0.68 CHF | 0.69 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 103'983 CHF | 105'483 CHF | 99.51% | 99.51% |
17.05.2024 | 1.55% | 0.65 CHF | 0.66 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 96'075 CHF | 97'575 CHF | 98.94% | 98.94% |
16.05.2024 | 1.61% | 0.66 CHF | 0.67 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 92'876 CHF | 94'376 CHF | 99.56% | 99.56% |
15.05.2024 | 1.66% | 0.59 CHF | 0.60 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 89'787 CHF | 91'287 CHF | 95.74% | 95.74% |
14.05.2024 | 1.85% | 0.59 CHF | 0.60 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 80'617 CHF | 82'117 CHF | 99.52% | 99.52% |
13.05.2024 | 1.73% | 0.56 CHF | 0.57 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 85'939 CHF | 87'439 CHF | 99.56% | 99.56% |
10.05.2024 | 1.66% | 0.61 CHF | 0.62 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 89'587 CHF | 91'087 CHF | 98.20% | 98.20% |
08.05.2024 | 1.51% | 0.66 CHF | 0.67 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 98'439 CHF | 99'939 CHF | 99.53% | 99.53% |