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 | 2.33% | 0.43 CHF | 0.44 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 53'120 CHF | 54'370 CHF | 99.59% | 99.59% |
22.05.2024 | 2.33% | 0.44 CHF | 0.45 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 53'136 CHF | 54'386 CHF | 99.51% | 99.51% |
21.05.2024 | 2.34% | 0.43 CHF | 0.44 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 52'765 CHF | 54'015 CHF | 99.50% | 99.50% |
17.05.2024 | 2.20% | 0.45 CHF | 0.46 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 45'044 CHF | 46'044 CHF | 98.85% | 98.85% |
16.05.2024 | 1.95% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 99'648 | 99'648 | 50'530 CHF | 51'527 CHF | 99.50% | 99.50% |
15.05.2024 | 1.96% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 50'837 CHF | 51'837 CHF | 98.95% | 98.95% |
14.05.2024 | 2.15% | 0.46 CHF | 0.47 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 57'486 CHF | 58'736 CHF | 99.45% | 99.51% |
13.05.2024 | 2.31% | 0.42 CHF | 0.43 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 53'440 CHF | 54'690 CHF | 99.51% | 99.58% |
10.05.2024 | 2.33% | 0.43 CHF | 0.44 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 53'088 CHF | 54'338 CHF | 99.50% | 99.50% |
08.05.2024 | 2.95% | 0.34 CHF | 0.35 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 50'085 CHF | 51'585 CHF | 99.49% | 99.49% |