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 | 2.65% | 0.53 CHF | 0.54 CHF | 200'000 | 200'000 | 179'396 | 179'396 | 94'149 CHF | 96'329 CHF | 98.53% | 98.53% |
15.05.2024 | 1.32% | 0.74 CHF | 0.75 CHF | 100'000 | 100'000 | 99'762 | 99'762 | 75'877 CHF | 76'883 CHF | 98.90% | 98.90% |
14.05.2024 | 1.33% | 0.84 CHF | 0.85 CHF | 200'000 | 200'000 | 192'267 | 192'267 | 165'596 CHF | 167'669 CHF | 99.99% | 99.99% |
13.05.2024 | 1.28% | 0.75 CHF | 0.76 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 77'875 CHF | 78'875 CHF | 100.00% | 100.00% |
10.05.2024 | 1.25% | 0.82 CHF | 0.83 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 79'830 CHF | 80'830 CHF | 100.00% | 100.00% |
08.05.2024 | 1.36% | 0.92 CHF | 0.94 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 92'339 CHF | 93'604 CHF | 100.00% | 100.00% |
07.05.2024 | 1.25% | 0.94 CHF | 0.95 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 99'144 CHF | 100'392 CHF | 98.92% | 98.92% |
06.05.2024 | 1.23% | 1.04 CHF | 1.05 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 106'129 CHF | 107'439 CHF | 100.00% | 100.00% |
03.05.2024 | 1.29% | 1.12 CHF | 1.13 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 118'230 CHF | 119'768 CHF | 98.69% | 98.69% |
02.05.2024 | 1.09% | 1.26 CHF | 1.28 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 109'703 CHF | 110'901 CHF | 96.17% | 96.17% |