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 | 1.71% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 58'112 CHF | 59'112 CHF | 87.33% | 87.33% |
15.05.2024 | 1.83% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 99'999 | 99'752 | 55'004 CHF | 55'881 CHF | 97.10% | 97.10% |
14.05.2024 | 1.75% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 56'487 CHF | 57'487 CHF | 98.52% | 98.52% |
13.05.2024 | 1.75% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 56'620 CHF | 57'620 CHF | 96.47% | 96.47% |
10.05.2024 | 1.80% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'179 CHF | 56'179 CHF | 98.01% | 98.01% |
08.05.2024 | 1.99% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 105'598 | 100'000 | 52'465 CHF | 50'741 CHF | 99.74% | 99.74% |
07.05.2024 | 2.23% | 0.46 CHF | 0.47 CHF | 110'000 | 100'000 | 119'275 | 100'000 | 52'865 CHF | 45'332 CHF | 90.72% | 90.72% |
06.05.2024 | 2.11% | 0.44 CHF | 0.45 CHF | 120'000 | 100'000 | 111'810 | 100'000 | 52'424 CHF | 47'927 CHF | 97.92% | 97.92% |
03.05.2024 | 2.14% | 0.45 CHF | 0.46 CHF | 120'000 | 100'000 | 110'455 | 100'000 | 50'988 CHF | 47'166 CHF | 97.83% | 97.83% |
02.05.2024 | 2.19% | 0.45 CHF | 0.46 CHF | 120'000 | 100'000 | 116'297 | 100'000 | 52'543 CHF | 46'206 CHF | 99.04% | 99.04% |