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 | 1.63% | 0.61 CHF | 0.62 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 60'825 CHF | 61'825 CHF | 100.00% | 100.00% |
15.05.2024 | 1.60% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 62'041 CHF | 63'041 CHF | 100.00% | 100.00% |
14.05.2024 | 1.69% | 0.61 CHF | 0.62 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 58'711 CHF | 59'711 CHF | 92.24% | 92.24% |
13.05.2024 | 1.74% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 57'113 CHF | 58'113 CHF | 100.00% | 100.00% |
10.05.2024 | 1.75% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 56'711 CHF | 57'711 CHF | 100.00% | 100.00% |
08.05.2024 | 1.75% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 56'496 CHF | 57'496 CHF | 100.00% | 100.00% |
07.05.2024 | 1.80% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'123 CHF | 56'123 CHF | 100.00% | 100.00% |
06.05.2024 | 1.99% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 106'869 | 106'869 | 53'193 CHF | 54'262 CHF | 100.00% | 100.00% |
03.05.2024 | 1.97% | 0.48 CHF | 0.49 CHF | 125'000 | 125'000 | 108'089 | 108'089 | 54'222 CHF | 55'303 CHF | 97.87% | 97.87% |
02.05.2024 | 1.95% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 100'466 | 100'466 | 51'142 CHF | 52'147 CHF | 100.00% | 100.00% |