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 | 1.92% | 0.65 CHF | 0.66 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 64'613 CHF | 65'865 CHF | 99.25% | 99.25% |
15.05.2024 | 1.83% | 0.64 CHF | 0.65 CHF | 100'000 | 100'000 | 99'757 | 99'246 | 62'445 CHF | 63'266 CHF | 98.11% | 98.11% |
14.05.2024 | 1.86% | 0.59 CHF | 0.60 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 58'848 CHF | 59'955 CHF | 99.13% | 99.13% |
13.05.2024 | 1.94% | 0.58 CHF | 0.60 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 57'218 CHF | 58'337 CHF | 99.38% | 99.38% |
10.05.2024 | 2.12% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 102'428 | 100'000 | 51'567 CHF | 51'498 CHF | 99.42% | 99.42% |
08.05.2024 | 2.50% | 0.42 CHF | 0.43 CHF | 120'000 | 100'000 | 123'068 | 100'000 | 51'671 CHF | 43'074 CHF | 98.83% | 98.83% |
07.05.2024 | 3.26% | 0.36 CHF | 0.37 CHF | 140'000 | 100'000 | 145'509 | 100'000 | 51'430 CHF | 36'554 CHF | 96.57% | 96.57% |
06.05.2024 | 2.75% | 0.38 CHF | 0.39 CHF | 140'000 | 100'000 | 139'972 | 100'000 | 52'014 CHF | 38'197 CHF | 100.00% | 100.00% |
03.05.2024 | 2.76% | 0.36 CHF | 0.37 CHF | 140'000 | 100'000 | 139'890 | 100'000 | 51'881 CHF | 38'127 CHF | 97.93% | 97.93% |
02.05.2024 | 2.88% | 0.35 CHF | 0.36 CHF | 150'000 | 100'000 | 142'746 | 100'000 | 51'091 CHF | 36'857 CHF | 99.40% | 99.40% |