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 | 1.60% | 0.61 CHF | 0.62 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 62'168 CHF | 63'168 CHF | 99.83% | 99.83% |
15.05.2024 | 1.56% | 0.65 CHF | 0.66 CHF | 100'000 | 100'000 | 99'480 | 99'480 | 63'176 CHF | 64'171 CHF | 100.00% | 100.00% |
14.05.2024 | 1.75% | 0.60 CHF | 0.61 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 56'599 CHF | 57'599 CHF | 99.72% | 99.72% |
13.05.2024 | 1.72% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 57'608 CHF | 58'608 CHF | 100.00% | 100.00% |
10.05.2024 | 2.03% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 113'228 | 113'228 | 55'232 CHF | 56'364 CHF | 100.00% | 100.00% |
08.05.2024 | 2.13% | 0.45 CHF | 0.46 CHF | 125'000 | 125'000 | 123'701 | 123'701 | 57'340 CHF | 58'577 CHF | 100.00% | 100.00% |
07.05.2024 | 1.70% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 101'817 | 101'826 | 59'423 CHF | 60'446 CHF | 99.59% | 99.59% |
06.05.2024 | 3.70% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 200'490 | 200'490 | 53'226 CHF | 55'231 CHF | 99.76% | 99.76% |
03.05.2024 | 4.08% | 0.25 CHF | 0.26 CHF | 225'000 | 225'000 | 223'090 | 223'091 | 53'518 CHF | 55'749 CHF | 100.00% | 100.00% |
02.05.2024 | 4.30% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 233'730 | 233'728 | 53'133 CHF | 55'470 CHF | 100.00% | 100.00% |