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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.05.2024 | 1.71% | 0.55 CHF | 0.56 CHF | 100'000 | 50'000 | 90'432 | 30'101 | 52'439 CHF | 17'646 CHF | 97.00% | 97.00% |
21.05.2024 | 2.11% | 0.52 CHF | 0.53 CHF | 100'000 | 50'000 | 109'735 | 28'883 | 51'478 CHF | 14'125 CHF | 99.62% | 99.62% |
17.05.2024 | 2.08% | 0.51 CHF | 0.52 CHF | 100'000 | 50'000 | 109'362 | 28'890 | 52'018 CHF | 14'077 CHF | 99.39% | 99.39% |
16.05.2024 | 2.12% | 0.48 CHF | 0.49 CHF | 110'000 | 50'000 | 110'672 | 28'881 | 51'642 CHF | 13'733 CHF | 99.65% | 99.65% |
15.05.2024 | 1.93% | 0.47 CHF | 0.48 CHF | 110'000 | 50'000 | 101'614 | 28'964 | 52'285 CHF | 14'977 CHF | 97.60% | 97.60% |
14.05.2024 | 3.82% | 0.52 CHF | 0.57 CHF | 5'000 | 5'000 | 94'807 | 19'450 | 42'636 CHF | 9'033 CHF | 98.68% | 98.68% |
13.05.2024 | 2.35% | 0.46 CHF | 0.47 CHF | 110'000 | 50'000 | 125'373 | 28'884 | 52'731 CHF | 12'703 CHF | 99.56% | 99.56% |
10.05.2024 | 2.16% | 0.41 CHF | 0.42 CHF | 130'000 | 50'000 | 112'735 | 28'760 | 51'582 CHF | 13'303 CHF | 98.58% | 98.58% |
08.05.2024 | 3.71% | 0.47 CHF | 0.52 CHF | 5'000 | 5'000 | 82'306 | 19'409 | 41'537 CHF | 9'965 CHF | 99.66% | 99.66% |
07.05.2024 | 1.67% | 0.57 CHF | 0.58 CHF | 90'000 | 50'000 | 89'159 | 28'883 | 52'804 CHF | 17'182 CHF | 99.59% | 99.59% |