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 | 1.78% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'693 CHF | 56'693 CHF | 99.82% | 99.82% |
15.05.2024 | 1.76% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 56'394 CHF | 57'394 CHF | 100.00% | 100.00% |
14.05.2024 | 1.90% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 52'210 CHF | 53'210 CHF | 99.72% | 99.72% |
13.05.2024 | 1.88% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 52'741 CHF | 53'741 CHF | 100.00% | 100.00% |
10.05.2024 | 2.10% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 121'306 | 121'306 | 57'236 CHF | 58'449 CHF | 100.00% | 100.00% |
08.05.2024 | 2.18% | 0.45 CHF | 0.46 CHF | 125'000 | 125'000 | 124'449 | 124'449 | 56'577 CHF | 57'822 CHF | 100.00% | 100.00% |
07.05.2024 | 1.86% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 102'280 | 102'281 | 54'333 CHF | 55'356 CHF | 99.83% | 99.83% |
06.05.2024 | 3.15% | 0.32 CHF | 0.33 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 54'641 CHF | 56'391 CHF | 99.76% | 99.76% |
03.05.2024 | 3.35% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 175'505 | 175'507 | 51'558 CHF | 53'313 CHF | 100.00% | 100.00% |
02.05.2024 | 3.43% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 183'994 | 183'992 | 52'699 CHF | 54'539 CHF | 100.00% | 100.00% |