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 | 1.51% | 0.73 CHF | 0.74 CHF | 100'000 | 100'000 | 99'877 | 99'877 | 65'987 CHF | 66'987 CHF | 100.00% | 100.00% |
15.05.2024 | 1.90% | 0.52 CHF | 0.53 CHF | 110'000 | 110'000 | 109'799 | 109'799 | 57'435 CHF | 58'535 CHF | 99.87% | 99.87% |
14.05.2024 | 2.04% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 99'945 | 99'945 | 48'491 CHF | 49'491 CHF | 99.98% | 99.98% |
13.05.2024 | 1.79% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'495 CHF | 56'495 CHF | 100.00% | 100.00% |
10.05.2024 | 1.73% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 57'235 CHF | 58'235 CHF | 100.00% | 100.00% |
08.05.2024 | 1.83% | 0.56 CHF | 0.57 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 59'770 CHF | 60'870 CHF | 99.09% | 99.09% |
07.05.2024 | 2.02% | 0.51 CHF | 0.52 CHF | 120'000 | 120'000 | 119'950 | 119'950 | 58'769 CHF | 59'969 CHF | 100.00% | 100.00% |
06.05.2024 | 2.31% | 0.44 CHF | 0.45 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 55'726 CHF | 57'026 CHF | 100.00% | 100.00% |
03.05.2024 | 2.57% | 0.37 CHF | 0.38 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 50'099 CHF | 51'399 CHF | 99.97% | 99.97% |
02.05.2024 | 2.43% | 0.39 CHF | 0.40 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 48'787 CHF | 49'987 CHF | 100.00% | 100.00% |