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 | 1.78% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'815 CHF | 56'815 CHF | 79.21% | 79.21% |
15.05.2024 | 1.81% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 54'875 CHF | 55'875 CHF | 76.98% | 76.98% |
14.05.2024 | 2.05% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 113'803 | 113'804 | 54'898 CHF | 56'037 CHF | 83.92% | 83.92% |
13.05.2024 | 2.65% | 0.42 CHF | 0.43 CHF | 125'000 | 125'000 | 147'332 | 147'332 | 54'849 CHF | 56'322 CHF | 99.26% | 99.26% |
10.05.2024 | 2.57% | 0.38 CHF | 0.39 CHF | 150'000 | 150'000 | 144'543 | 144'542 | 55'420 CHF | 56'865 CHF | 99.92% | 99.92% |
08.05.2024 | 2.58% | 0.37 CHF | 0.38 CHF | 150'000 | 150'000 | 145'875 | 145'876 | 55'794 CHF | 57'253 CHF | 99.95% | 99.95% |
07.05.2024 | 2.92% | 0.37 CHF | 0.38 CHF | 150'000 | 150'000 | 161'479 | 161'480 | 54'480 CHF | 56'096 CHF | 99.77% | 99.77% |
06.05.2024 | 3.08% | 0.34 CHF | 0.35 CHF | 175'000 | 175'000 | 174'239 | 174'240 | 55'764 CHF | 57'507 CHF | 99.76% | 99.76% |
03.05.2024 | 3.71% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 199'330 | 199'331 | 52'798 CHF | 54'792 CHF | 100.00% | 100.00% |
02.05.2024 | 3.76% | 0.29 CHF | 0.30 CHF | 200'000 | 200'000 | 202'828 | 202'839 | 53'019 CHF | 55'051 CHF | 99.97% | 99.97% |