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% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 97'258 | 97'259 | 61'542 CHF | 62'515 CHF | 99.82% | 99.82% |
15.05.2024 | 1.54% | 0.67 CHF | 0.68 CHF | 75'000 | 75'000 | 93'915 | 93'916 | 60'254 CHF | 61'194 CHF | 100.00% | 100.00% |
14.05.2024 | 1.83% | 0.59 CHF | 0.60 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 54'239 CHF | 55'239 CHF | 99.72% | 99.72% |
13.05.2024 | 1.79% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 100'472 | 100'476 | 55'515 CHF | 56'522 CHF | 100.00% | 100.00% |
10.05.2024 | 2.35% | 0.48 CHF | 0.49 CHF | 125'000 | 125'000 | 130'701 | 130'701 | 55'136 CHF | 56'443 CHF | 100.00% | 100.00% |
08.05.2024 | 2.56% | 0.36 CHF | 0.37 CHF | 150'000 | 150'000 | 141'968 | 141'967 | 54'799 CHF | 56'218 CHF | 100.00% | 100.00% |
07.05.2024 | 1.80% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 105'197 | 105'223 | 57'850 CHF | 58'914 CHF | 99.52% | 99.52% |
06.05.2024 | 6.55% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 356'267 | 356'259 | 52'636 CHF | 56'197 CHF | 99.77% | 99.77% |
03.05.2024 | 8.23% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 444'191 | 444'188 | 51'742 CHF | 56'183 CHF | 100.00% | 100.00% |
02.05.2024 | 9.04% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 481'471 | 478'596 | 50'920 CHF | 55'419 CHF | 100.00% | 100.00% |