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 | 1.99% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 111'070 | 111'070 | 55'221 CHF | 56'332 CHF | 99.90% | 99.90% |
15.05.2024 | 1.93% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 100'244 | 100'244 | 51'548 CHF | 52'551 CHF | 100.00% | 100.00% |
14.05.2024 | 1.84% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 53'781 CHF | 54'781 CHF | 99.76% | 99.76% |
13.05.2024 | 1.88% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 52'666 CHF | 53'666 CHF | 100.00% | 100.00% |
10.05.2024 | 1.87% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 52'958 CHF | 53'958 CHF | 100.00% | 100.00% |
08.05.2024 | 1.81% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 54'809 CHF | 55'809 CHF | 96.89% | 96.89% |
07.05.2024 | 1.87% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 53'015 CHF | 54'015 CHF | 99.83% | 99.83% |
06.05.2024 | 1.95% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 100'264 | 100'264 | 50'876 CHF | 51'878 CHF | 99.76% | 99.76% |
03.05.2024 | 1.91% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 102'589 | 102'589 | 53'291 CHF | 54'316 CHF | 99.99% | 99.99% |
02.05.2024 | 1.72% | 0.59 CHF | 0.60 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 57'782 CHF | 58'782 CHF | 100.00% | 100.00% |