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 |
---|---|---|---|---|---|---|---|---|---|---|---|
27.05.2024 | 2.72% | 1.12 CHF | 1.15 CHF | 50'000 | 50'000 | 46'601 | 46'601 | 51'587 CHF | 52'998 CHF | 99.24% | 99.24% |
24.05.2024 | 2.96% | 1.00 CHF | 1.03 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 49'947 CHF | 51'447 CHF | 100.00% | 100.00% |
23.05.2024 | 2.91% | 0.97 CHF | 1.00 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 50'892 CHF | 52'392 CHF | 99.61% | 99.61% |
22.05.2024 | 3.12% | 0.99 CHF | 1.02 CHF | 50'000 | 50'000 | 52'845 | 52'845 | 50'038 CHF | 51'624 CHF | 99.56% | 99.56% |
21.05.2024 | 5.11% | 0.57 CHF | 0.60 CHF | 60'000 | 60'000 | 59'950 | 59'950 | 34'391 CHF | 36'191 CHF | 99.11% | 99.11% |
17.05.2024 | 3.93% | 0.53 CHF | 0.55 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 32'247 CHF | 33'541 CHF | 99.23% | 99.23% |
16.05.2024 | 4.75% | 0.56 CHF | 0.59 CHF | 60'000 | 60'000 | 59'923 | 59'923 | 33'244 CHF | 34'861 CHF | 100.00% | 100.00% |
15.05.2024 | 3.69% | 0.54 CHF | 0.56 CHF | 60'000 | 60'000 | 63'041 | 63'041 | 33'582 CHF | 34'845 CHF | 100.00% | 100.00% |
14.05.2024 | 3.66% | 0.54 CHF | 0.56 CHF | 60'000 | 60'000 | 60'860 | 60'860 | 32'701 CHF | 33'919 CHF | 100.00% | 100.00% |
13.05.2024 | 3.65% | 0.55 CHF | 0.57 CHF | 60'000 | 60'000 | 61'101 | 61'101 | 32'906 CHF | 34'128 CHF | 99.83% | 99.83% |