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 | 1.54% | 0.66 CHF | 0.68 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 67'137 CHF | 68'178 CHF | 97.20% | 97.20% |
15.05.2024 | 1.53% | 0.69 CHF | 0.70 CHF | 100'000 | 100'000 | 99'586 | 99'230 | 67'642 CHF | 68'431 CHF | 98.15% | 98.15% |
14.05.2024 | 1.59% | 0.66 CHF | 0.67 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 63'140 CHF | 64'150 CHF | 100.00% | 100.00% |
13.05.2024 | 1.58% | 0.64 CHF | 0.65 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 64'193 CHF | 65'215 CHF | 99.36% | 99.36% |
10.05.2024 | 1.70% | 0.61 CHF | 0.62 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 58'573 CHF | 59'573 CHF | 100.00% | 100.00% |
08.05.2024 | 1.76% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 56'207 CHF | 57'207 CHF | 97.77% | 97.77% |
07.05.2024 | 2.85% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 54'803 | 54'803 | 34'979 CHF | 35'954 CHF | 92.08% | 92.08% |
06.05.2024 | 2.41% | 0.42 CHF | 0.43 CHF | 120'000 | 100'000 | 126'981 | 100'000 | 52'109 CHF | 42'059 CHF | 98.68% | 98.68% |
03.05.2024 | 2.55% | 0.40 CHF | 0.41 CHF | 130'000 | 100'000 | 133'827 | 100'000 | 51'738 CHF | 39'680 CHF | 98.00% | 98.00% |
02.05.2024 | 2.62% | 0.37 CHF | 0.38 CHF | 140'000 | 100'000 | 138'742 | 100'000 | 52'362 CHF | 38'752 CHF | 85.86% | 85.86% |