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 | 1.57% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 99'305 | 99'305 | 62'691 CHF | 63'685 CHF | 100.00% | 100.00% |
15.05.2024 | 1.51% | 0.69 CHF | 0.70 CHF | 100'000 | 100'000 | 94'407 | 94'407 | 61'985 CHF | 62'929 CHF | 100.00% | 100.00% |
14.05.2024 | 1.59% | 0.65 CHF | 0.66 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 62'495 CHF | 63'495 CHF | 91.75% | 91.75% |
13.05.2024 | 1.57% | 0.64 CHF | 0.65 CHF | 100'000 | 100'000 | 99'544 | 99'544 | 63'038 CHF | 64'034 CHF | 100.00% | 100.00% |
10.05.2024 | 1.49% | 0.63 CHF | 0.64 CHF | 75'000 | 75'000 | 85'657 | 85'657 | 56'755 CHF | 57'611 CHF | 100.00% | 100.00% |
08.05.2024 | 2.00% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 109'543 | 109'543 | 53'970 CHF | 55'066 CHF | 100.00% | 100.00% |
07.05.2024 | 2.66% | 0.44 CHF | 0.45 CHF | 125'000 | 125'000 | 145'102 | 145'102 | 53'827 CHF | 55'278 CHF | 100.00% | 100.00% |
06.05.2024 | 3.36% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 182'577 | 182'577 | 53'540 CHF | 55'366 CHF | 100.00% | 100.00% |
03.05.2024 | 3.91% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 207'986 | 207'986 | 52'147 CHF | 54'227 CHF | 97.87% | 97.87% |
02.05.2024 | 4.13% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 220'890 | 220'890 | 52'324 CHF | 54'533 CHF | 100.00% | 100.00% |