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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 2.02% | 0.61 CHF | 0.62 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 60'192 CHF | 61'421 CHF | 100.00% | 100.00% |
16.05.2024 | 1.91% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 61'678 CHF | 62'865 CHF | 99.25% | 99.25% |
15.05.2024 | 2.01% | 0.61 CHF | 0.62 CHF | 100'000 | 100'000 | 99'796 | 99'247 | 59'476 CHF | 60'342 CHF | 98.11% | 98.11% |
14.05.2024 | 1.96% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'848 CHF | 56'955 CHF | 99.13% | 99.13% |
13.05.2024 | 2.05% | 0.55 CHF | 0.57 CHF | 100'000 | 100'000 | 100'121 | 100'000 | 54'277 CHF | 55'337 CHF | 99.38% | 99.38% |
10.05.2024 | 2.26% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 110'479 | 100'000 | 52'316 CHF | 48'498 CHF | 99.42% | 99.42% |
08.05.2024 | 2.69% | 0.39 CHF | 0.40 CHF | 130'000 | 100'000 | 132'978 | 100'000 | 51'842 CHF | 40'074 CHF | 98.83% | 98.83% |
07.05.2024 | 3.36% | 0.33 CHF | 0.34 CHF | 160'000 | 100'000 | 160'565 | 100'000 | 52'045 CHF | 33'554 CHF | 96.57% | 96.57% |
06.05.2024 | 2.99% | 0.35 CHF | 0.36 CHF | 150'000 | 100'000 | 151'060 | 100'000 | 51'590 CHF | 35'197 CHF | 100.00% | 100.00% |
03.05.2024 | 3.00% | 0.33 CHF | 0.34 CHF | 160'000 | 100'000 | 151'023 | 100'000 | 51'467 CHF | 35'127 CHF | 97.93% | 97.93% |