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 | 1.52% | 0.64 CHF | 0.65 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 65'368 CHF | 66'368 CHF | 99.35% | 99.35% |
15.05.2024 | 1.48% | 0.69 CHF | 0.70 CHF | 100'000 | 100'000 | 99'800 | 99'750 | 67'912 CHF | 68'891 CHF | 98.88% | 98.88% |
14.05.2024 | 1.49% | 0.69 CHF | 0.70 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 66'697 CHF | 67'697 CHF | 100.00% | 100.00% |
13.05.2024 | 1.52% | 0.66 CHF | 0.67 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 65'169 CHF | 66'169 CHF | 100.00% | 100.00% |
10.05.2024 | 1.61% | 0.64 CHF | 0.65 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 123'270 CHF | 125'270 CHF | 100.00% | 100.00% |
08.05.2024 | 1.74% | 0.57 CHF | 0.58 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 114'119 CHF | 116'119 CHF | 100.00% | 100.00% |
07.05.2024 | 1.88% | 0.55 CHF | 0.56 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 105'456 CHF | 107'456 CHF | 98.92% | 98.92% |
06.05.2024 | 1.96% | 0.49 CHF | 0.50 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 100'936 CHF | 102'936 CHF | 100.00% | 100.00% |
03.05.2024 | 1.95% | 0.49 CHF | 0.50 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 101'506 CHF | 103'506 CHF | 98.47% | 98.47% |
02.05.2024 | 1.89% | 0.52 CHF | 0.53 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 104'839 CHF | 106'839 CHF | 99.13% | 99.13% |