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 | 2.19% | 0.45 CHF | 0.46 CHF | 125'000 | 125'000 | 124'953 | 124'953 | 56'447 CHF | 57'697 CHF | 98.94% | 98.94% |
15.05.2024 | 1.91% | 0.49 CHF | 0.50 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 51'772 CHF | 52'772 CHF | 99.16% | 99.16% |
14.05.2024 | 1.69% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 58'669 CHF | 59'669 CHF | 98.93% | 98.93% |
13.05.2024 | 1.70% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 58'268 CHF | 59'268 CHF | 99.17% | 99.17% |
10.05.2024 | 1.59% | 0.60 CHF | 0.61 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 62'270 CHF | 63'270 CHF | 96.50% | 96.50% |
08.05.2024 | 1.53% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 95'480 | 95'480 | 61'929 CHF | 62'884 CHF | 99.18% | 99.18% |
07.05.2024 | 1.53% | 0.65 CHF | 0.66 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 64'885 CHF | 65'885 CHF | 98.99% | 98.99% |
06.05.2024 | 9.41% | 0.59 CHF | 0.65 CHF | 100'000 | 100'000 | 99'952 | 99'952 | 60'766 CHF | 66'763 CHF | 98.99% | 98.99% |
03.05.2024 | 8.37% | 0.66 CHF | 0.72 CHF | 75'000 | 75'000 | 78'519 | 78'519 | 53'873 CHF | 58'584 CHF | 96.35% | 96.35% |
02.05.2024 | 8.58% | 0.71 CHF | 0.77 CHF | 75'000 | 75'000 | 88'972 | 88'972 | 59'405 CHF | 64'743 CHF | 98.69% | 98.69% |