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 | 1.82% | 0.54 CHF | 0.55 CHF | 70'000 | 70'000 | 68'456 | 68'456 | 37'255 CHF | 37'939 CHF | 100.00% | 100.00% |
22.05.2024 | 1.86% | 0.54 CHF | 0.55 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 37'298 CHF | 37'998 CHF | 100.00% | 100.00% |
21.05.2024 | 2.04% | 0.49 CHF | 0.50 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 38'891 CHF | 39'691 CHF | 100.00% | 100.00% |
17.05.2024 | 2.14% | 0.46 CHF | 0.47 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 32'313 CHF | 33'013 CHF | 100.00% | 100.00% |
16.05.2024 | 1.91% | 0.51 CHF | 0.52 CHF | 60'000 | 60'000 | 59'738 | 59'738 | 31'026 CHF | 31'623 CHF | 100.00% | 100.00% |
15.05.2024 | 1.82% | 0.54 CHF | 0.55 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 38'073 CHF | 38'773 CHF | 100.00% | 100.00% |
14.05.2024 | 1.88% | 0.53 CHF | 0.54 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 31'655 CHF | 32'255 CHF | 100.00% | 100.00% |
13.05.2024 | 1.81% | 0.55 CHF | 0.56 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 32'923 CHF | 33'523 CHF | 100.00% | 100.00% |
10.05.2024 | 1.76% | 0.57 CHF | 0.58 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 33'767 CHF | 34'367 CHF | 100.00% | 100.00% |
08.05.2024 | 1.71% | 0.57 CHF | 0.58 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 34'690 CHF | 35'290 CHF | 100.00% | 100.00% |