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 | 1.54% | 0.61 CHF | 0.62 CHF | 100'000 | 100'000 | 94'165 | 94'165 | 60'662 CHF | 61'603 CHF | 99.89% | 99.89% |
15.05.2024 | 1.74% | 0.63 CHF | 0.64 CHF | 100'000 | 100'000 | 100'782 | 100'782 | 57'506 CHF | 58'514 CHF | 99.41% | 99.41% |
14.05.2024 | 2.07% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 119'461 | 119'461 | 57'044 CHF | 58'238 CHF | 99.76% | 99.76% |
13.05.2024 | 2.14% | 0.44 CHF | 0.45 CHF | 125'000 | 125'000 | 124'244 | 124'244 | 57'592 CHF | 58'835 CHF | 100.00% | 100.00% |
10.05.2024 | 1.63% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 101'275 | 101'275 | 61'854 CHF | 62'867 CHF | 100.00% | 100.00% |
08.05.2024 | 2.89% | 0.34 CHF | 0.35 CHF | 150'000 | 150'000 | 158'231 | 158'231 | 53'837 CHF | 55'419 CHF | 96.84% | 96.84% |
07.05.2024 | 2.60% | 0.37 CHF | 0.38 CHF | 125'000 | 125'000 | 145'168 | 145'168 | 55'118 CHF | 56'570 CHF | 99.83% | 99.83% |
06.05.2024 | 2.41% | 0.42 CHF | 0.43 CHF | 125'000 | 125'000 | 128'520 | 128'520 | 52'585 CHF | 53'871 CHF | 99.76% | 99.76% |
03.05.2024 | 2.98% | 0.32 CHF | 0.33 CHF | 175'000 | 175'000 | 159'705 | 159'691 | 52'788 CHF | 54'380 CHF | 97.85% | 97.85% |
02.05.2024 | 2.84% | 0.36 CHF | 0.37 CHF | 150'000 | 150'000 | 154'962 | 154'962 | 53'933 CHF | 55'483 CHF | 100.00% | 100.00% |