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 | 1.62% | 0.60 CHF | 0.61 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 61'069 CHF | 62'069 CHF | 99.35% | 99.35% |
15.05.2024 | 1.57% | 0.64 CHF | 0.65 CHF | 100'000 | 100'000 | 99'832 | 99'750 | 63'639 CHF | 64'591 CHF | 98.88% | 98.88% |
14.05.2024 | 1.60% | 0.64 CHF | 0.65 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 61'962 CHF | 62'962 CHF | 100.00% | 100.00% |
13.05.2024 | 1.64% | 0.61 CHF | 0.62 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 60'519 CHF | 61'519 CHF | 100.00% | 100.00% |
10.05.2024 | 1.73% | 0.59 CHF | 0.60 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 114'641 CHF | 116'641 CHF | 100.00% | 100.00% |
08.05.2024 | 1.88% | 0.53 CHF | 0.54 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 105'250 CHF | 107'250 CHF | 100.00% | 100.00% |
07.05.2024 | 2.05% | 0.50 CHF | 0.51 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 96'610 CHF | 98'610 CHF | 96.44% | 96.44% |
06.05.2024 | 2.15% | 0.44 CHF | 0.45 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 92'204 CHF | 94'204 CHF | 100.00% | 100.00% |
03.05.2024 | 2.13% | 0.44 CHF | 0.45 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 92'712 CHF | 94'712 CHF | 98.64% | 98.64% |
02.05.2024 | 2.06% | 0.47 CHF | 0.48 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 95'918 CHF | 97'918 CHF | 99.13% | 99.13% |