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 | 1.96% | 0.50 CHF | 0.51 CHF | 100'000 | 25'000 | 102'781 | 25'000 | 51'860 CHF | 12'874 CHF | 99.31% | 99.31% |
15.05.2024 | 1.91% | 0.51 CHF | 0.52 CHF | 100'000 | 25'000 | 100'000 | 24'798 | 52'125 CHF | 13'176 CHF | 98.95% | 98.95% |
14.05.2024 | 1.98% | 0.49 CHF | 0.50 CHF | 110'000 | 25'000 | 101'829 | 25'000 | 51'021 CHF | 12'781 CHF | 100.00% | 100.00% |
13.05.2024 | 2.06% | 0.48 CHF | 0.49 CHF | 110'000 | 25'000 | 109'893 | 25'000 | 52'793 CHF | 12'261 CHF | 100.00% | 100.00% |
10.05.2024 | 2.01% | 0.48 CHF | 0.49 CHF | 110'000 | 25'000 | 106'550 | 25'000 | 52'346 CHF | 12'539 CHF | 100.00% | 100.00% |
08.05.2024 | 2.11% | 0.46 CHF | 0.47 CHF | 110'000 | 25'000 | 110'239 | 25'000 | 51'597 CHF | 11'952 CHF | 91.76% | 91.76% |
07.05.2024 | 2.19% | 0.45 CHF | 0.46 CHF | 119'325 | 25'000 | 116'396 | 25'000 | 52'548 CHF | 11'545 CHF | 91.08% | 91.08% |
06.05.2024 | 2.26% | 0.46 CHF | 0.47 CHF | 110'000 | 25'000 | 119'421 | 25'000 | 52'199 CHF | 11'178 CHF | 98.99% | 98.99% |
03.05.2024 | 2.12% | 0.44 CHF | 0.45 CHF | 119'201 | 25'000 | 111'690 | 25'000 | 52'178 CHF | 11'941 CHF | 83.61% | 83.61% |
02.05.2024 | 2.37% | 0.43 CHF | 0.44 CHF | 120'000 | 25'000 | 120'554 | 25'000 | 50'298 CHF | 10'684 CHF | 83.73% | 83.73% |