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 | 1.88% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 52'812 CHF | 53'812 CHF | 100.00% | 100.00% |
16.05.2024 | 2.01% | 0.49 CHF | 0.50 CHF | 110'000 | 100'000 | 105'660 | 100'000 | 51'990 CHF | 50'250 CHF | 97.75% | 97.75% |
15.05.2024 | 2.31% | 0.49 CHF | 0.50 CHF | 110'000 | 100'000 | 119'678 | 99'757 | 51'886 CHF | 44'362 CHF | 98.90% | 98.90% |
14.05.2024 | 2.15% | 0.45 CHF | 0.46 CHF | 120'000 | 100'000 | 112'265 | 100'000 | 51'706 CHF | 47'080 CHF | 99.50% | 99.50% |
13.05.2024 | 2.14% | 0.45 CHF | 0.46 CHF | 120'000 | 100'000 | 112'027 | 100'000 | 51'792 CHF | 47'255 CHF | 99.80% | 99.80% |
10.05.2024 | 2.25% | 0.46 CHF | 0.47 CHF | 110'000 | 100'000 | 119'503 | 100'000 | 52'566 CHF | 45'071 CHF | 100.00% | 100.00% |
08.05.2024 | 2.90% | 0.39 CHF | 0.40 CHF | 130'000 | 100'000 | 152'562 | 100'000 | 51'834 CHF | 35'182 CHF | 100.00% | 100.00% |
07.05.2024 | 4.25% | 0.26 CHF | 0.27 CHF | 200'000 | 100'000 | 219'761 | 100'000 | 50'605 CHF | 24'135 CHF | 96.44% | 96.44% |
06.05.2024 | 3.48% | 0.22 CHF | 0.23 CHF | 230'000 | 100'000 | 182'885 | 100'000 | 51'639 CHF | 29'498 CHF | 100.00% | 100.00% |
03.05.2024 | 3.67% | 0.25 CHF | 0.26 CHF | 200'000 | 100'000 | 192'823 | 100'000 | 51'530 CHF | 27'764 CHF | 97.92% | 97.92% |