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 | 2.14% | 0.55 CHF | 0.56 CHF | 100'000 | 50'000 | 99'098 | 50'000 | 53'367 CHF | 27'518 CHF | 97.72% | 97.72% |
15.05.2024 | 2.19% | 0.55 CHF | 0.57 CHF | 100'000 | 50'000 | 95'973 | 49'760 | 52'611 CHF | 27'901 CHF | 98.90% | 98.90% |
14.05.2024 | 2.06% | 0.53 CHF | 0.54 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 53'436 CHF | 27'274 CHF | 100.00% | 100.00% |
13.05.2024 | 2.34% | 0.50 CHF | 0.52 CHF | 100'000 | 50'000 | 100'272 | 50'000 | 52'037 CHF | 26'565 CHF | 100.00% | 100.00% |
10.05.2024 | 2.00% | 0.52 CHF | 0.53 CHF | 100'000 | 50'000 | 96'777 | 50'000 | 52'768 CHF | 27'839 CHF | 100.00% | 100.00% |
08.05.2024 | 2.50% | 0.53 CHF | 0.54 CHF | 100'000 | 50'000 | 97'073 | 50'000 | 52'368 CHF | 27'718 CHF | 98.83% | 98.83% |
07.05.2024 | 2.98% | 0.55 CHF | 0.56 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 52'609 CHF | 27'100 CHF | 97.06% | 97.06% |
06.05.2024 | 2.50% | 0.50 CHF | 0.52 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 51'738 CHF | 26'522 CHF | 100.00% | 100.00% |
03.05.2024 | 2.41% | 0.54 CHF | 0.55 CHF | 100'000 | 50'000 | 99'465 | 50'000 | 53'058 CHF | 27'328 CHF | 97.94% | 97.94% |
02.05.2024 | 2.16% | 0.51 CHF | 0.52 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 51'740 CHF | 26'435 CHF | 99.40% | 99.40% |