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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 1.36% | 0.75 CHF | 0.76 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 72'957 CHF | 73'957 CHF | 100.00% | 100.00% |
16.05.2024 | 1.43% | 0.69 CHF | 0.70 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 69'316 CHF | 70'316 CHF | 97.76% | 97.76% |
15.05.2024 | 1.58% | 0.69 CHF | 0.70 CHF | 100'000 | 100'000 | 99'805 | 99'757 | 63'491 CHF | 64'468 CHF | 98.90% | 98.90% |
14.05.2024 | 1.50% | 0.65 CHF | 0.66 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 66'200 CHF | 67'200 CHF | 99.50% | 99.50% |
13.05.2024 | 1.50% | 0.65 CHF | 0.66 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 66'375 CHF | 67'375 CHF | 99.81% | 99.81% |
10.05.2024 | 1.55% | 0.67 CHF | 0.68 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 64'206 CHF | 65'206 CHF | 100.00% | 100.00% |
08.05.2024 | 1.83% | 0.59 CHF | 0.60 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 54'324 CHF | 55'324 CHF | 100.00% | 100.00% |
07.05.2024 | 2.29% | 0.46 CHF | 0.47 CHF | 110'000 | 100'000 | 119'932 | 100'000 | 51'785 CHF | 44'235 CHF | 96.44% | 96.44% |
06.05.2024 | 2.04% | 0.42 CHF | 0.43 CHF | 120'000 | 100'000 | 107'222 | 100'000 | 51'924 CHF | 49'606 CHF | 100.00% | 100.00% |
03.05.2024 | 2.11% | 0.45 CHF | 0.46 CHF | 120'000 | 100'000 | 110'343 | 100'000 | 51'756 CHF | 47'916 CHF | 97.94% | 97.94% |