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 | 2.65% | 0.85 CHF | 0.87 CHF | 100'000 | 100'000 | 66'505 | 66'505 | 52'826 CHF | 54'110 CHF | 96.38% | 96.38% |
15.05.2024 | 2.35% | 0.65 CHF | 0.67 CHF | 50'000 | 50'000 | 88'467 | 88'095 | 58'543 CHF | 59'584 CHF | 95.81% | 95.81% |
14.05.2024 | 2.18% | 0.65 CHF | 0.67 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 62'167 CHF | 63'535 CHF | 95.02% | 95.02% |
13.05.2024 | 2.07% | 0.67 CHF | 0.69 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 69'018 CHF | 70'462 CHF | 95.20% | 95.20% |
10.05.2024 | 1.92% | 0.71 CHF | 0.72 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 70'607 CHF | 71'975 CHF | 98.55% | 98.55% |
08.05.2024 | 2.07% | 0.70 CHF | 0.71 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 67'853 CHF | 69'270 CHF | 98.78% | 98.78% |
07.05.2024 | 2.10% | 0.65 CHF | 0.66 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 62'692 CHF | 64'023 CHF | 96.54% | 96.54% |
06.05.2024 | 2.48% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 56'477 CHF | 57'897 CHF | 96.34% | 96.34% |
03.05.2024 | 2.42% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 100'628 | 100'000 | 52'373 CHF | 53'342 CHF | 97.58% | 97.58% |
02.05.2024 | 2.61% | 0.52 CHF | 0.54 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 54'150 CHF | 55'579 CHF | 99.00% | 99.00% |