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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.05.2024 | 1.48% | 0.69 CHF | 0.70 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 66'971 CHF | 67'971 CHF | 100.00% | 100.00% |
21.05.2024 | 1.41% | 0.75 CHF | 0.76 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 70'512 CHF | 71'512 CHF | 100.00% | 100.00% |
17.05.2024 | 1.37% | 0.77 CHF | 0.78 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 72'436 CHF | 73'436 CHF | 100.00% | 100.00% |
16.05.2024 | 1.09% | 0.79 CHF | 0.80 CHF | 100'000 | 100'000 | 82'449 | 82'449 | 75'051 CHF | 75'875 CHF | 100.00% | 100.00% |
15.05.2024 | 1.01% | 1.05 CHF | 1.06 CHF | 75'000 | 75'000 | 83'344 | 83'344 | 81'927 CHF | 82'760 CHF | 97.75% | 97.75% |
14.05.2024 | 1.14% | 0.89 CHF | 0.90 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 87'212 CHF | 88'212 CHF | 91.45% | 91.45% |
13.05.2024 | 1.09% | 0.93 CHF | 0.94 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 91'360 CHF | 92'360 CHF | 100.00% | 100.00% |
10.05.2024 | 1.00% | 0.95 CHF | 0.96 CHF | 100'000 | 100'000 | 88'782 | 88'782 | 87'959 CHF | 88'847 CHF | 99.80% | 99.80% |
08.05.2024 | 1.52% | 0.63 CHF | 0.64 CHF | 100'000 | 100'000 | 100'887 | 100'887 | 65'911 CHF | 66'920 CHF | 100.00% | 100.00% |
07.05.2024 | 2.10% | 0.60 CHF | 0.61 CHF | 125'000 | 125'000 | 128'889 | 128'978 | 61'080 CHF | 62'424 CHF | 100.00% | 100.00% |