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 | 1.13% | 0.87 CHF | 0.88 CHF | 35'000 | 35'000 | 20'062 | 20'062 | 17'606 CHF | 17'807 CHF | 100.00% | 100.00% |
22.05.2024 | 1.26% | 0.81 CHF | 0.82 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 15'831 CHF | 16'031 CHF | 100.00% | 100.00% |
21.05.2024 | 1.28% | 0.79 CHF | 0.80 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 15'574 CHF | 15'774 CHF | 100.00% | 100.00% |
17.05.2024 | 1.20% | 0.85 CHF | 0.86 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 16'520 CHF | 16'720 CHF | 100.00% | 100.00% |
16.05.2024 | 1.32% | 0.76 CHF | 0.77 CHF | 20'000 | 20'000 | 20'354 | 20'354 | 15'318 CHF | 15'521 CHF | 100.00% | 100.00% |
15.05.2024 | 1.36% | 0.76 CHF | 0.77 CHF | 20'000 | 20'000 | 23'786 | 23'786 | 17'297 CHF | 17'535 CHF | 100.00% | 100.00% |
14.05.2024 | 1.34% | 0.74 CHF | 0.75 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 14'818 CHF | 15'018 CHF | 100.00% | 100.00% |
13.05.2024 | 1.30% | 0.76 CHF | 0.77 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 19'103 CHF | 19'353 CHF | 100.00% | 100.00% |
10.05.2024 | 1.40% | 0.72 CHF | 0.73 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 17'716 CHF | 17'966 CHF | 100.00% | 100.00% |
08.05.2024 | 1.51% | 0.65 CHF | 0.66 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 16'466 CHF | 16'716 CHF | 100.00% | 100.00% |