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 | 2.01% | 0.48 CHF | 0.49 CHF | 110'000 | 100'000 | 106'299 | 100'000 | 52'430 CHF | 50'346 CHF | 99.35% | 99.35% |
15.05.2024 | 1.93% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 100'000 | 99'750 | 51'654 CHF | 52'530 CHF | 98.88% | 98.88% |
14.05.2024 | 1.96% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 100'555 | 100'000 | 50'780 CHF | 51'508 CHF | 100.00% | 100.00% |
13.05.2024 | 2.01% | 0.49 CHF | 0.50 CHF | 110'000 | 100'000 | 106'857 | 100'000 | 52'529 CHF | 50'183 CHF | 100.00% | 100.00% |
10.05.2024 | 2.14% | 0.48 CHF | 0.49 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 92'697 CHF | 94'697 CHF | 100.00% | 100.00% |
08.05.2024 | 2.32% | 0.43 CHF | 0.44 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 85'362 CHF | 87'362 CHF | 100.00% | 100.00% |
07.05.2024 | 2.52% | 0.41 CHF | 0.42 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 78'497 CHF | 80'497 CHF | 98.92% | 98.92% |
06.05.2024 | 2.64% | 0.36 CHF | 0.37 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 74'757 CHF | 76'757 CHF | 100.00% | 100.00% |
03.05.2024 | 2.62% | 0.36 CHF | 0.37 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 75'389 CHF | 77'389 CHF | 98.64% | 98.64% |
02.05.2024 | 2.53% | 0.39 CHF | 0.40 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 78'040 CHF | 80'040 CHF | 99.12% | 99.12% |