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 | 1.73% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 57'316 CHF | 58'316 CHF | 97.75% | 97.75% |
15.05.2024 | 1.95% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 101'493 | 99'757 | 52'346 CHF | 52'497 CHF | 98.90% | 98.90% |
14.05.2024 | 1.83% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 54'142 CHF | 55'142 CHF | 99.50% | 99.50% |
13.05.2024 | 1.82% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 54'375 CHF | 55'375 CHF | 99.80% | 99.80% |
10.05.2024 | 1.90% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 101'306 | 100'000 | 52'835 CHF | 53'206 CHF | 100.00% | 100.00% |
08.05.2024 | 2.35% | 0.47 CHF | 0.48 CHF | 110'000 | 100'000 | 123'321 | 100'000 | 51'945 CHF | 43'266 CHF | 100.00% | 100.00% |
07.05.2024 | 3.17% | 0.34 CHF | 0.35 CHF | 150'000 | 100'000 | 166'128 | 100'000 | 51'649 CHF | 32'173 CHF | 96.44% | 96.44% |
06.05.2024 | 2.72% | 0.30 CHF | 0.31 CHF | 170'000 | 100'000 | 141'680 | 100'000 | 51'449 CHF | 37'554 CHF | 100.00% | 100.00% |
03.05.2024 | 2.83% | 0.33 CHF | 0.34 CHF | 160'000 | 100'000 | 148'543 | 100'000 | 51'726 CHF | 35'852 CHF | 97.90% | 97.90% |
02.05.2024 | 2.97% | 0.33 CHF | 0.34 CHF | 160'000 | 100'000 | 156'432 | 100'000 | 51'943 CHF | 34'262 CHF | 99.39% | 99.39% |