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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16.05.2024 | 1.72% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 99'033 | 99'033 | 57'887 CHF | 58'879 CHF | 96.98% | 96.98% |
15.05.2024 | 2.46% | 0.42 CHF | 0.43 CHF | 100'000 | 100'000 | 99'063 | 99'063 | 40'178 CHF | 41'169 CHF | 100.00% | 100.00% |
14.05.2024 | 2.98% | 0.35 CHF | 0.36 CHF | 100'000 | 100'000 | 99'226 | 99'226 | 33'110 CHF | 34'103 CHF | 99.08% | 99.08% |
13.05.2024 | 2.49% | 0.42 CHF | 0.43 CHF | 100'000 | 100'000 | 99'062 | 99'062 | 39'770 CHF | 40'762 CHF | 100.00% | 100.00% |
10.05.2024 | 2.56% | 0.38 CHF | 0.39 CHF | 100'000 | 100'000 | 99'313 | 99'313 | 38'660 CHF | 39'654 CHF | 99.41% | 99.41% |
08.05.2024 | 3.14% | 0.31 CHF | 0.32 CHF | 100'000 | 100'000 | 99'769 | 99'769 | 31'360 CHF | 32'358 CHF | 99.21% | 99.21% |
07.05.2024 | 3.58% | 0.31 CHF | 0.32 CHF | 100'000 | 100'000 | 99'017 | 99'017 | 27'529 CHF | 28'520 CHF | 99.58% | 99.58% |
06.05.2024 | 4.07% | 0.26 CHF | 0.27 CHF | 100'000 | 100'000 | 98'763 | 98'763 | 24'108 CHF | 25'097 CHF | 96.50% | 98.52% |
03.05.2024 | 5.20% | 0.22 CHF | 0.23 CHF | 100'000 | 100'000 | 99'661 | 99'661 | 19'008 CHF | 20'005 CHF | 98.56% | 98.56% |
02.05.2024 | 4.11% | 0.16 CHF | 0.17 CHF | 100'000 | 100'000 | 99'706 | 99'720 | 24'522 CHF | 25'522 CHF | 99.38% | 99.38% |