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 | 1.60% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 61'997 CHF | 62'997 CHF | 87.32% | 87.32% |
15.05.2024 | 1.73% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 99'901 | 99'752 | 57'971 CHF | 58'892 CHF | 97.11% | 97.11% |
14.05.2024 | 1.65% | 0.59 CHF | 0.60 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 60'081 CHF | 61'081 CHF | 98.56% | 98.56% |
13.05.2024 | 1.64% | 0.59 CHF | 0.60 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 60'363 CHF | 61'363 CHF | 96.50% | 96.50% |
10.05.2024 | 1.69% | 0.60 CHF | 0.61 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 58'752 CHF | 59'752 CHF | 98.02% | 98.02% |
08.05.2024 | 1.92% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'354 | 100'000 | 51'858 CHF | 52'685 CHF | 99.74% | 99.74% |
07.05.2024 | 2.21% | 0.47 CHF | 0.48 CHF | 110'000 | 100'000 | 117'372 | 100'000 | 52'474 CHF | 45'739 CHF | 90.72% | 90.72% |
06.05.2024 | 2.06% | 0.44 CHF | 0.45 CHF | 120'000 | 100'000 | 109'259 | 100'000 | 52'343 CHF | 48'997 CHF | 97.92% | 97.92% |
03.05.2024 | 2.10% | 0.46 CHF | 0.47 CHF | 110'000 | 100'000 | 110'000 | 100'000 | 51'728 CHF | 48'026 CHF | 97.84% | 97.84% |
02.05.2024 | 2.15% | 0.46 CHF | 0.47 CHF | 110'000 | 100'000 | 112'269 | 100'000 | 51'683 CHF | 47'061 CHF | 99.41% | 99.41% |