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 | 1.53% | 0.65 CHF | 0.66 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 65'030 CHF | 66'030 CHF | 97.75% | 97.75% |
15.05.2024 | 1.70% | 0.64 CHF | 0.65 CHF | 100'000 | 100'000 | 99'903 | 99'757 | 59'269 CHF | 60'190 CHF | 98.90% | 98.90% |
14.05.2024 | 1.60% | 0.60 CHF | 0.61 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 61'988 CHF | 62'988 CHF | 99.50% | 99.50% |
13.05.2024 | 1.60% | 0.61 CHF | 0.62 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 62'124 CHF | 63'124 CHF | 99.81% | 99.81% |
10.05.2024 | 1.66% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 59'926 CHF | 60'926 CHF | 100.00% | 100.00% |
08.05.2024 | 1.98% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 105'435 | 100'000 | 52'631 CHF | 51'019 CHF | 100.00% | 100.00% |
07.05.2024 | 2.53% | 0.42 CHF | 0.43 CHF | 120'000 | 100'000 | 134'138 | 100'000 | 52'239 CHF | 40'014 CHF | 96.44% | 96.44% |
06.05.2024 | 2.24% | 0.38 CHF | 0.39 CHF | 140'000 | 100'000 | 117'829 | 100'000 | 52'087 CHF | 45'394 CHF | 100.00% | 100.00% |
03.05.2024 | 2.32% | 0.41 CHF | 0.42 CHF | 130'000 | 100'000 | 120'860 | 100'000 | 51'519 CHF | 43'641 CHF | 97.94% | 97.94% |
02.05.2024 | 2.41% | 0.41 CHF | 0.42 CHF | 130'000 | 100'000 | 126'338 | 100'000 | 51'825 CHF | 42'075 CHF | 99.41% | 99.41% |