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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 1.94% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 51'057 CHF | 52'057 CHF | 99.99% | 99.99% |
16.05.2024 | 3.91% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 84'226 | 84'226 | 47'102 CHF | 48'179 CHF | 98.95% | 98.95% |
15.05.2024 | 5.30% | 0.52 CHF | 0.59 CHF | 20'000 | 20'000 | 73'193 | 73'193 | 41'503 CHF | 42'635 CHF | 98.05% | 98.05% |
14.05.2024 | 1.85% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 98'953 | 98'953 | 57'119 CHF | 58'125 CHF | 97.88% | 97.88% |
13.05.2024 | 1.85% | 0.59 CHF | 0.60 CHF | 100'000 | 100'000 | 98'507 | 98'507 | 58'905 CHF | 59'913 CHF | 99.99% | 99.99% |
10.05.2024 | 1.63% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 60'879 CHF | 61'879 CHF | 96.01% | 96.01% |
08.05.2024 | 1.60% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 61'918 CHF | 62'918 CHF | 100.00% | 100.00% |
07.05.2024 | 1.61% | 0.61 CHF | 0.62 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 61'784 CHF | 62'784 CHF | 99.94% | 99.94% |
06.05.2024 | 2.47% | 0.63 CHF | 0.64 CHF | 100'000 | 100'000 | 92'150 | 92'150 | 58'632 CHF | 59'670 CHF | 99.99% | 99.99% |
03.05.2024 | 3.14% | 0.65 CHF | 0.66 CHF | 100'000 | 100'000 | 85'975 | 85'975 | 55'374 CHF | 56'442 CHF | 97.30% | 97.30% |