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 | 0.99% | 1.94 CHF | 1.96 CHF | 200'000 | 200'000 | 203'681 | 203'681 | 396'479 CHF | 400'395 CHF | 99.66% | 99.66% |
23.05.2024 | 1.42% | 1.97 CHF | 2.00 CHF | 200'000 | 200'000 | 191'495 | 191'495 | 410'681 CHF | 416'278 CHF | 98.39% | 98.39% |
22.05.2024 | 0.64% | 2.42 CHF | 2.48 CHF | 75'000 | 75'000 | 224'083 | 223'848 | 590'712 CHF | 592'792 CHF | 98.88% | 98.88% |
21.05.2024 | 0.86% | 2.78 CHF | 2.81 CHF | 100'000 | 100'000 | 150'244 | 150'244 | 406'991 CHF | 409'262 CHF | 99.98% | 99.98% |
17.05.2024 | 0.41% | 2.59 CHF | 2.60 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 609'633 CHF | 612'166 CHF | 100.00% | 100.00% |
16.05.2024 | 0.68% | 2.32 CHF | 2.33 CHF | 250'000 | 250'000 | 210'585 | 210'585 | 499'296 CHF | 501'697 CHF | 99.00% | 99.00% |
15.05.2024 | 0.89% | 2.34 CHF | 2.38 CHF | 50'000 | 50'000 | 183'459 | 183'459 | 409'293 CHF | 411'627 CHF | 97.71% | 97.71% |
14.05.2024 | 0.51% | 2.09 CHF | 2.10 CHF | 250'000 | 250'000 | 247'383 | 247'383 | 506'926 CHF | 509'419 CHF | 97.88% | 97.88% |
13.05.2024 | 0.53% | 1.97 CHF | 1.98 CHF | 250'000 | 250'000 | 244'741 | 244'741 | 497'405 CHF | 499'892 CHF | 71.04% | 71.04% |
10.05.2024 | 0.44% | 2.22 CHF | 2.23 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 570'863 CHF | 573'363 CHF | 91.27% | 91.27% |