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 | 1.02% | 1.00 CHF | 1.01 CHF | 20'000 | 20'000 | 19'810 | 19'810 | 19'616 CHF | 19'814 CHF | 99.26% | 99.26% |
22.05.2024 | 1.18% | 0.90 CHF | 0.91 CHF | 20'000 | 20'000 | 19'810 | 19'810 | 16'833 CHF | 17'031 CHF | 98.66% | 98.66% |
21.05.2024 | 1.19% | 0.92 CHF | 0.93 CHF | 20'000 | 20'000 | 19'812 | 19'812 | 16'707 CHF | 16'905 CHF | 99.70% | 99.70% |
17.05.2024 | 1.29% | 0.75 CHF | 0.76 CHF | 20'000 | 20'000 | 19'811 | 19'811 | 15'441 CHF | 15'640 CHF | 99.59% | 99.59% |
16.05.2024 | 1.23% | 0.81 CHF | 0.82 CHF | 20'000 | 20'000 | 19'814 | 19'814 | 16'175 CHF | 16'373 CHF | 99.05% | 99.05% |
15.05.2024 | 1.19% | 0.86 CHF | 0.87 CHF | 20'000 | 20'000 | 19'813 | 19'736 | 16'812 CHF | 16'948 CHF | 100.00% | 100.00% |
14.05.2024 | 1.18% | 0.80 CHF | 0.81 CHF | 20'000 | 20'000 | 19'784 | 19'778 | 16'912 CHF | 17'105 CHF | 100.00% | 100.00% |
13.05.2024 | 1.31% | 0.79 CHF | 0.80 CHF | 20'000 | 20'000 | 19'812 | 19'812 | 15'184 CHF | 15'382 CHF | 100.00% | 100.00% |
10.05.2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
08.05.2024 | 1.49% | 0.62 CHF | 0.63 CHF | 20'000 | 20'000 | 19'954 | 19'954 | 13'300 CHF | 13'500 CHF | 99.40% | 99.40% |