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 | 1.42% | 0.72 CHF | 0.74 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 73'034 CHF | 74'075 CHF | 97.20% | 97.20% |
15.05.2024 | 1.39% | 0.74 CHF | 0.75 CHF | 100'000 | 100'000 | 99'432 | 99'230 | 73'185 CHF | 74'050 CHF | 98.15% | 98.15% |
14.05.2024 | 1.45% | 0.72 CHF | 0.73 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 69'609 CHF | 70'624 CHF | 99.99% | 99.99% |
13.05.2024 | 1.44% | 0.70 CHF | 0.71 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 71'282 CHF | 72'319 CHF | 99.38% | 99.38% |
10.05.2024 | 1.49% | 0.69 CHF | 0.70 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 66'787 CHF | 67'787 CHF | 100.00% | 100.00% |
08.05.2024 | 1.54% | 0.64 CHF | 0.65 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 64'425 CHF | 65'425 CHF | 97.77% | 97.77% |
07.05.2024 | 2.59% | 0.70 CHF | 0.71 CHF | 100'000 | 100'000 | 54'803 | 54'803 | 38'980 CHF | 39'962 CHF | 92.08% | 92.08% |
06.05.2024 | 1.91% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 51'813 CHF | 52'813 CHF | 98.68% | 98.68% |
03.05.2024 | 2.01% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 107'028 | 100'000 | 52'731 CHF | 50'288 CHF | 98.00% | 98.00% |
02.05.2024 | 2.06% | 0.47 CHF | 0.48 CHF | 110'000 | 100'000 | 110'000 | 100'000 | 52'739 CHF | 48'944 CHF | 85.87% | 85.87% |