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 | 1.35% | 0.82 CHF | 0.83 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 79'418 CHF | 80'499 CHF | 89.74% | 89.74% |
23.05.2024 | 1.28% | 0.81 CHF | 0.82 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 80'384 CHF | 81'419 CHF | 97.66% | 97.66% |
22.05.2024 | 1.39% | 0.77 CHF | 0.78 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 77'822 CHF | 78'910 CHF | 96.88% | 96.88% |
21.05.2024 | 1.33% | 0.78 CHF | 0.79 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 76'261 CHF | 77'283 CHF | 99.92% | 99.92% |
17.05.2024 | 1.37% | 0.77 CHF | 0.78 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 74'982 CHF | 76'014 CHF | 100.00% | 100.00% |
16.05.2024 | 1.42% | 0.72 CHF | 0.74 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 73'034 CHF | 74'075 CHF | 97.20% | 97.20% |
15.05.2024 | 1.39% | 0.74 CHF | 0.75 CHF | 100'000 | 100'000 | 99'432 | 99'230 | 73'185 CHF | 74'050 CHF | 98.15% | 98.15% |
14.05.2024 | 1.45% | 0.72 CHF | 0.73 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 69'609 CHF | 70'624 CHF | 99.99% | 99.99% |
13.05.2024 | 1.44% | 0.70 CHF | 0.71 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 71'282 CHF | 72'319 CHF | 99.38% | 99.38% |
10.05.2024 | 1.49% | 0.69 CHF | 0.70 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 66'787 CHF | 67'787 CHF | 100.00% | 100.00% |