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 | 1.53% | 0.64 CHF | 0.65 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 64'801 CHF | 65'801 CHF | 100.00% | 100.00% |
15.05.2024 | 1.51% | 0.66 CHF | 0.67 CHF | 100'000 | 100'000 | 95'845 | 95'845 | 63'036 CHF | 63'995 CHF | 100.00% | 100.00% |
14.05.2024 | 1.60% | 0.65 CHF | 0.66 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 61'856 CHF | 62'856 CHF | 92.24% | 92.24% |
13.05.2024 | 1.65% | 0.60 CHF | 0.61 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 59'934 CHF | 60'934 CHF | 100.00% | 100.00% |
10.05.2024 | 1.67% | 0.59 CHF | 0.60 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 59'401 CHF | 60'401 CHF | 100.00% | 100.00% |
08.05.2024 | 1.68% | 0.59 CHF | 0.60 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 59'106 CHF | 60'106 CHF | 100.00% | 100.00% |
07.05.2024 | 1.73% | 0.60 CHF | 0.61 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 57'246 CHF | 58'246 CHF | 100.00% | 100.00% |
06.05.2024 | 1.95% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 103'744 | 103'744 | 52'668 CHF | 53'705 CHF | 100.00% | 100.00% |
03.05.2024 | 1.93% | 0.48 CHF | 0.49 CHF | 125'000 | 125'000 | 107'824 | 107'824 | 55'076 CHF | 56'154 CHF | 97.87% | 97.87% |
02.05.2024 | 1.91% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 51'778 CHF | 52'778 CHF | 100.00% | 100.00% |