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 | 2.63% | 0.88 CHF | 0.90 CHF | 100'000 | 100'000 | 66'229 | 66'229 | 52'840 CHF | 54'114 CHF | 99.26% | 99.26% |
15.05.2024 | 2.64% | 0.59 CHF | 0.62 CHF | 50'000 | 50'000 | 89'019 | 88'451 | 53'423 CHF | 54'409 CHF | 98.76% | 98.76% |
14.05.2024 | 2.46% | 0.59 CHF | 0.60 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 53'633 CHF | 54'965 CHF | 99.51% | 99.51% |
13.05.2024 | 2.17% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 64'050 CHF | 65'457 CHF | 100.00% | 100.00% |
10.05.2024 | 2.13% | 0.67 CHF | 0.68 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 66'241 CHF | 67'669 CHF | 100.00% | 100.00% |
08.05.2024 | 2.37% | 0.64 CHF | 0.66 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 61'394 CHF | 62'866 CHF | 100.00% | 100.00% |
07.05.2024 | 2.60% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 101'058 | 100'000 | 53'444 CHF | 54'318 CHF | 97.06% | 97.06% |
06.05.2024 | 3.04% | 0.45 CHF | 0.46 CHF | 120'000 | 100'000 | 123'115 | 100'000 | 52'253 CHF | 43'879 CHF | 100.00% | 100.00% |
03.05.2024 | 3.84% | 0.31 CHF | 0.32 CHF | 170'000 | 100'000 | 150'076 | 100'000 | 51'451 CHF | 35'802 CHF | 97.39% | 97.59% |
02.05.2024 | 3.27% | 0.34 CHF | 0.36 CHF | 150'000 | 100'000 | 139'143 | 100'000 | 51'995 CHF | 38'679 CHF | 99.11% | 99.11% |