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 | 1.22% | 0.77 CHF | 0.78 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 65'037 CHF | 65'837 CHF | 99.99% | 99.99% |
22.05.2024 | 1.24% | 0.78 CHF | 0.79 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 63'960 CHF | 64'760 CHF | 100.00% | 100.00% |
21.05.2024 | 1.28% | 0.81 CHF | 0.82 CHF | 80'000 | 80'000 | 79'942 | 79'942 | 62'388 CHF | 63'188 CHF | 99.28% | 99.28% |
17.05.2024 | 1.25% | 0.79 CHF | 0.80 CHF | 90'000 | 90'000 | 89'646 | 89'646 | 71'251 CHF | 72'148 CHF | 98.98% | 98.98% |
16.05.2024 | 1.51% | 0.73 CHF | 0.74 CHF | 100'000 | 100'000 | 99'877 | 99'877 | 65'987 CHF | 66'987 CHF | 100.00% | 100.00% |
15.05.2024 | 1.90% | 0.52 CHF | 0.53 CHF | 110'000 | 110'000 | 109'799 | 109'799 | 57'435 CHF | 58'535 CHF | 99.87% | 99.87% |
14.05.2024 | 2.04% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 99'945 | 99'945 | 48'491 CHF | 49'491 CHF | 99.98% | 99.98% |
13.05.2024 | 1.79% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'495 CHF | 56'495 CHF | 100.00% | 100.00% |
10.05.2024 | 1.73% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 57'235 CHF | 58'235 CHF | 100.00% | 100.00% |
08.05.2024 | 1.83% | 0.56 CHF | 0.57 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 59'770 CHF | 60'870 CHF | 99.09% | 99.09% |