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 | 1.56% | 0.80 CHF | 0.81 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 79'135 CHF | 80'380 CHF | 99.02% | 99.02% |
15.05.2024 | 1.46% | 0.78 CHF | 0.79 CHF | 100'000 | 100'000 | 99'442 | 99'247 | 76'552 CHF | 77'522 CHF | 98.11% | 98.11% |
14.05.2024 | 1.58% | 0.73 CHF | 0.74 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 73'259 CHF | 74'426 CHF | 99.13% | 99.13% |
13.05.2024 | 1.53% | 0.73 CHF | 0.74 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 71'664 CHF | 72'768 CHF | 99.38% | 99.38% |
10.05.2024 | 1.57% | 0.67 CHF | 0.68 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 64'794 CHF | 65'816 CHF | 99.42% | 99.42% |
08.05.2024 | 1.84% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 56'284 CHF | 57'330 CHF | 98.83% | 98.83% |
07.05.2024 | 2.10% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 103'860 | 100'000 | 51'568 CHF | 50'747 CHF | 96.57% | 96.57% |
06.05.2024 | 2.07% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 51'416 CHF | 52'494 CHF | 100.00% | 100.00% |
03.05.2024 | 2.03% | 0.50 CHF | 0.52 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 51'427 CHF | 52'484 CHF | 93.24% | 93.24% |
02.05.2024 | 2.07% | 0.49 CHF | 0.50 CHF | 110'000 | 100'000 | 101'861 | 100'000 | 50'965 CHF | 51'102 CHF | 99.40% | 99.40% |