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 | 1.20% | 0.81 CHF | 0.82 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 82'952 CHF | 83'952 CHF | 99.35% | 99.35% |
15.05.2024 | 1.15% | 0.88 CHF | 0.89 CHF | 100'000 | 100'000 | 99'750 | 99'750 | 86'912 CHF | 87'919 CHF | 98.95% | 98.95% |
14.05.2024 | 1.17% | 0.89 CHF | 0.90 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 85'200 CHF | 86'200 CHF | 100.00% | 100.00% |
13.05.2024 | 1.20% | 0.83 CHF | 0.84 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 82'828 CHF | 83'828 CHF | 100.00% | 100.00% |
10.05.2024 | 1.30% | 0.80 CHF | 0.81 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 153'315 CHF | 155'315 CHF | 100.00% | 100.00% |
08.05.2024 | 1.45% | 0.68 CHF | 0.69 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 136'849 CHF | 138'849 CHF | 100.00% | 100.00% |
07.05.2024 | 1.66% | 0.63 CHF | 0.64 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 119'510 CHF | 121'510 CHF | 98.92% | 98.92% |
06.05.2024 | 1.80% | 0.52 CHF | 0.53 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 109'951 CHF | 111'951 CHF | 100.00% | 100.00% |
03.05.2024 | 1.79% | 0.51 CHF | 0.52 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 110'691 CHF | 112'691 CHF | 98.59% | 98.59% |
02.05.2024 | 1.69% | 0.58 CHF | 0.59 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 117'385 CHF | 119'385 CHF | 99.13% | 99.13% |