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 | 1.96% | 0.50 CHF | 0.51 CHF | 100'000 | 75'000 | 101'454 | 75'000 | 51'362 CHF | 38'737 CHF | 99.25% | 99.25% |
15.05.2024 | 1.98% | 0.53 CHF | 0.54 CHF | 100'000 | 75'000 | 101'348 | 74'254 | 51'138 CHF | 38'224 CHF | 98.90% | 98.90% |
14.05.2024 | 1.95% | 0.51 CHF | 0.52 CHF | 100'000 | 75'000 | 101'103 | 75'000 | 51'442 CHF | 38'927 CHF | 100.00% | 100.00% |
13.05.2024 | 1.99% | 0.48 CHF | 0.49 CHF | 110'000 | 75'000 | 105'476 | 75'000 | 52'402 CHF | 38'046 CHF | 100.00% | 100.00% |
10.05.2024 | 1.88% | 0.53 CHF | 0.54 CHF | 100'000 | 75'000 | 100'000 | 75'000 | 52'691 CHF | 40'269 CHF | 100.00% | 100.00% |
08.05.2024 | 1.94% | 0.51 CHF | 0.52 CHF | 100'000 | 75'000 | 100'003 | 75'000 | 50'941 CHF | 38'954 CHF | 100.00% | 100.00% |
07.05.2024 | 2.06% | 0.51 CHF | 0.52 CHF | 100'000 | 75'000 | 108'827 | 75'000 | 52'376 CHF | 36'864 CHF | 96.45% | 96.45% |
06.05.2024 | 2.04% | 0.47 CHF | 0.48 CHF | 110'000 | 75'000 | 108'730 | 75'000 | 52'734 CHF | 37'138 CHF | 100.00% | 100.00% |
03.05.2024 | 2.10% | 0.48 CHF | 0.49 CHF | 110'000 | 75'000 | 110'040 | 75'000 | 51'973 CHF | 36'174 CHF | 97.93% | 97.93% |
02.05.2024 | 2.16% | 0.46 CHF | 0.47 CHF | 110'000 | 75'000 | 113'006 | 75'000 | 51'852 CHF | 35'183 CHF | 99.40% | 99.40% |