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 | 3.26% | 0.39 CHF | 0.40 CHF | 85'083 | 50'000 | 85'205 | 50'000 | 33'829 CHF | 20'507 CHF | 98.66% | 98.66% |
22.05.2024 | 3.57% | 0.35 CHF | 0.36 CHF | 84'512 | 50'000 | 84'715 | 50'000 | 31'013 CHF | 18'967 CHF | 97.30% | 97.30% |
21.05.2024 | 3.56% | 0.38 CHF | 0.40 CHF | 84'595 | 50'000 | 84'287 | 50'000 | 30'545 CHF | 18'773 CHF | 99.98% | 99.98% |
17.05.2024 | 2.71% | 0.46 CHF | 0.47 CHF | 85'506 | 50'000 | 86'000 | 50'000 | 40'972 CHF | 24'471 CHF | 100.00% | 100.00% |
16.05.2024 | 3.26% | 0.48 CHF | 0.50 CHF | 85'693 | 50'000 | 85'221 | 50'000 | 39'394 CHF | 23'867 CHF | 99.25% | 99.25% |
15.05.2024 | 2.98% | 0.41 CHF | 0.42 CHF | 84'485 | 50'000 | 84'779 | 49'446 | 36'105 CHF | 21'678 CHF | 98.73% | 98.73% |
14.05.2024 | 2.97% | 0.39 CHF | 0.40 CHF | 84'357 | 50'000 | 84'435 | 50'000 | 32'817 CHF | 20'015 CHF | 99.99% | 99.99% |
13.05.2024 | 2.42% | 0.46 CHF | 0.47 CHF | 85'443 | 50'000 | 85'969 | 50'000 | 42'130 CHF | 25'103 CHF | 100.00% | 100.00% |
10.05.2024 | 2.29% | 0.52 CHF | 0.53 CHF | 86'494 | 50'000 | 86'775 | 50'000 | 46'591 CHF | 27'465 CHF | 100.00% | 100.00% |
08.05.2024 | 2.81% | 0.56 CHF | 0.58 CHF | 87'355 | 50'000 | 86'546 | 50'000 | 44'410 CHF | 26'376 CHF | 95.09% | 95.09% |