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 | 1.76% | 0.76 CHF | 0.77 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 76'624 CHF | 77'986 CHF | 91.78% | 91.78% |
16.05.2024 | 2.98% | 0.71 CHF | 0.73 CHF | 100'000 | 100'000 | 66'505 | 66'505 | 43'728 CHF | 44'937 CHF | 96.38% | 96.38% |
15.05.2024 | 3.06% | 0.53 CHF | 0.55 CHF | 50'000 | 50'000 | 88'896 | 88'095 | 47'768 CHF | 48'719 CHF | 95.81% | 95.81% |
14.05.2024 | 2.63% | 0.53 CHF | 0.55 CHF | 100'000 | 100'000 | 102'923 | 100'000 | 51'741 CHF | 51'649 CHF | 95.07% | 95.07% |
13.05.2024 | 2.29% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 56'479 CHF | 57'787 CHF | 95.20% | 95.20% |
10.05.2024 | 2.31% | 0.58 CHF | 0.60 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 57'922 CHF | 59'278 CHF | 98.55% | 98.55% |
08.05.2024 | 2.44% | 0.57 CHF | 0.59 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'595 CHF | 56'963 CHF | 98.78% | 98.78% |
07.05.2024 | 2.64% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 101'136 | 100'000 | 51'508 CHF | 52'318 CHF | 96.52% | 96.52% |
06.05.2024 | 3.04% | 0.47 CHF | 0.48 CHF | 110'000 | 100'000 | 113'210 | 100'000 | 51'495 CHF | 46'934 CHF | 96.34% | 96.34% |
03.05.2024 | 2.93% | 0.40 CHF | 0.41 CHF | 130'000 | 100'000 | 123'266 | 100'000 | 51'449 CHF | 43'019 CHF | 97.48% | 97.48% |