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 | 0.36% | 2.78 CHF | 2.79 CHF | 200'000 | 200'000 | 83'747 | 83'747 | 228'972 CHF | 229'809 CHF | 95.93% | 95.93% |
23.05.2024 | 1.49% | 2.72 CHF | 2.73 CHF | 200'000 | 200'000 | 41'191 | 41'191 | 110'049 CHF | 110'606 CHF | 97.37% | 97.37% |
22.05.2024 | 0.53% | 1.87 CHF | 1.88 CHF | 200'000 | 200'000 | 83'093 | 83'093 | 156'575 CHF | 157'406 CHF | 97.70% | 97.70% |
21.05.2024 | 0.53% | 1.85 CHF | 1.86 CHF | 200'000 | 200'000 | 82'586 | 82'586 | 152'399 CHF | 153'224 CHF | 99.25% | 99.25% |
17.05.2024 | 0.55% | 1.76 CHF | 1.77 CHF | 200'000 | 200'000 | 82'520 | 82'520 | 147'998 CHF | 148'823 CHF | 99.46% | 99.46% |
16.05.2024 | 0.53% | 1.91 CHF | 1.92 CHF | 200'000 | 200'000 | 82'674 | 82'674 | 156'700 CHF | 157'527 CHF | 99.44% | 99.44% |
15.05.2024 | 0.63% | 1.83 CHF | 1.84 CHF | 200'000 | 200'000 | 82'642 | 82'642 | 136'333 CHF | 137'160 CHF | 99.10% | 99.10% |
14.05.2024 | 0.69% | 1.49 CHF | 1.50 CHF | 200'000 | 200'000 | 82'240 | 82'240 | 118'918 CHF | 119'740 CHF | 98.59% | 98.93% |
13.05.2024 | 0.68% | 1.46 CHF | 1.47 CHF | 200'000 | 200'000 | 82'681 | 82'681 | 119'015 CHF | 119'841 CHF | 98.91% | 98.91% |
10.05.2024 | 0.70% | 1.43 CHF | 1.44 CHF | 200'000 | 200'000 | 82'029 | 82'029 | 118'326 CHF | 119'146 CHF | 98.40% | 98.40% |