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 | 2.49% | 0.84 CHF | 0.86 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 19'867 CHF | 20'367 CHF | 96.33% | 96.33% |
23.05.2024 | 2.34% | 0.81 CHF | 0.83 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 21'126 CHF | 21'626 CHF | 99.17% | 99.17% |
22.05.2024 | 2.48% | 0.79 CHF | 0.81 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 19'926 CHF | 20'426 CHF | 97.49% | 97.49% |
21.05.2024 | 2.60% | 0.81 CHF | 0.83 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 19'033 CHF | 19'533 CHF | 98.18% | 98.18% |
17.05.2024 | 1.43% | 0.70 CHF | 0.71 CHF | 80'000 | 50'000 | 79'878 | 50'000 | 55'649 CHF | 35'336 CHF | 100.00% | 100.00% |
16.05.2024 | 1.45% | 0.69 CHF | 0.70 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 54'633 CHF | 34'646 CHF | 99.30% | 99.30% |
15.05.2024 | 1.61% | 0.62 CHF | 0.63 CHF | 90'000 | 50'000 | 84'873 | 49'489 | 52'957 CHF | 31'400 CHF | 98.93% | 98.93% |
14.05.2024 | 1.75% | 0.62 CHF | 0.63 CHF | 90'000 | 50'000 | 88'486 | 49'362 | 51'450 CHF | 29'207 CHF | 99.99% | 99.99% |
13.05.2024 | 1.75% | 0.58 CHF | 0.59 CHF | 90'000 | 50'000 | 90'934 | 50'000 | 51'592 CHF | 28'877 CHF | 100.00% | 100.00% |
10.05.2024 | 1.80% | 0.56 CHF | 0.57 CHF | 90'000 | 50'000 | 96'798 | 50'000 | 53'402 CHF | 28'098 CHF | 100.00% | 100.00% |