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 | 1.57% | 0.61 CHF | 0.62 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 63'201 CHF | 64'201 CHF | 99.05% | 99.05% |
15.05.2024 | 1.68% | 0.60 CHF | 0.61 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 59'006 CHF | 60'006 CHF | 99.10% | 99.10% |
14.05.2024 | 1.77% | 0.60 CHF | 0.61 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 56'003 CHF | 57'003 CHF | 98.87% | 98.87% |
13.05.2024 | 1.62% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 61'325 CHF | 62'325 CHF | 99.17% | 99.17% |
10.05.2024 | 1.50% | 0.61 CHF | 0.62 CHF | 100'000 | 100'000 | 85'098 | 85'098 | 56'125 CHF | 56'976 CHF | 96.47% | 96.47% |
08.05.2024 | 1.61% | 0.66 CHF | 0.67 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 61'496 CHF | 62'496 CHF | 99.12% | 99.12% |
07.05.2024 | 1.72% | 0.60 CHF | 0.61 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 57'707 CHF | 58'707 CHF | 98.94% | 98.94% |
06.05.2024 | 1.94% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 100'261 | 100'261 | 51'275 CHF | 52'278 CHF | 98.98% | 98.98% |
03.05.2024 | 2.23% | 0.48 CHF | 0.49 CHF | 100'000 | 100'000 | 122'753 | 122'753 | 54'394 CHF | 55'622 CHF | 98.97% | 98.97% |
02.05.2024 | 2.22% | 0.44 CHF | 0.45 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 55'665 CHF | 56'915 CHF | 98.74% | 98.74% |