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 | 1.96% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 102'029 | 100'000 | 51'551 CHF | 51'557 CHF | 98.61% | 98.61% |
15.05.2024 | 1.79% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 99'977 | 99'243 | 55'399 CHF | 55'987 CHF | 98.95% | 98.95% |
14.05.2024 | 1.78% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'743 CHF | 56'743 CHF | 100.00% | 100.00% |
13.05.2024 | 1.83% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 54'036 CHF | 55'036 CHF | 100.00% | 100.00% |
10.05.2024 | 1.93% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 100'030 | 100'000 | 51'265 CHF | 52'250 CHF | 100.00% | 100.00% |
08.05.2024 | 2.13% | 0.46 CHF | 0.47 CHF | 110'000 | 100'000 | 111'604 | 100'000 | 51'714 CHF | 47'357 CHF | 100.00% | 100.00% |
07.05.2024 | 2.13% | 0.46 CHF | 0.47 CHF | 110'000 | 100'000 | 110'276 | 100'000 | 51'174 CHF | 47'409 CHF | 98.49% | 98.49% |
06.05.2024 | 2.22% | 0.46 CHF | 0.47 CHF | 110'000 | 100'000 | 119'293 | 100'000 | 53'074 CHF | 45'499 CHF | 94.79% | 94.79% |
03.05.2024 | 2.37% | 0.42 CHF | 0.43 CHF | 120'000 | 100'000 | 124'678 | 100'000 | 51'885 CHF | 42'643 CHF | 98.63% | 98.63% |
02.05.2024 | 2.54% | 0.38 CHF | 0.39 CHF | 140'000 | 100'000 | 133'243 | 100'000 | 51'798 CHF | 39'899 CHF | 99.13% | 99.13% |