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 | 1.59% | 0.60 CHF | 0.61 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 62'474 CHF | 63'474 CHF | 100.00% | 100.00% |
15.05.2024 | 1.57% | 0.65 CHF | 0.66 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 63'292 CHF | 64'292 CHF | 100.00% | 100.00% |
14.05.2024 | 1.60% | 0.63 CHF | 0.64 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 62'053 CHF | 63'053 CHF | 92.25% | 92.25% |
13.05.2024 | 1.60% | 0.63 CHF | 0.64 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 62'098 CHF | 63'098 CHF | 100.00% | 100.00% |
10.05.2024 | 1.57% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 63'169 CHF | 64'169 CHF | 100.00% | 100.00% |
08.05.2024 | 1.77% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'979 CHF | 56'979 CHF | 100.00% | 100.00% |
07.05.2024 | 1.99% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 114'690 | 114'690 | 56'921 CHF | 58'068 CHF | 100.00% | 100.00% |
06.05.2024 | 2.17% | 0.46 CHF | 0.47 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 57'102 CHF | 58'352 CHF | 100.00% | 100.00% |
03.05.2024 | 2.32% | 0.42 CHF | 0.43 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 53'316 CHF | 54'566 CHF | 97.87% | 97.87% |
02.05.2024 | 2.37% | 0.41 CHF | 0.42 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 52'233 CHF | 53'483 CHF | 100.00% | 100.00% |