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 | 1.75% | 0.68 CHF | 0.69 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 67'315 CHF | 68'503 CHF | 99.25% | 99.25% |
15.05.2024 | 1.95% | 0.66 CHF | 0.67 CHF | 100'000 | 100'000 | 99'593 | 99'246 | 64'746 CHF | 65'784 CHF | 98.11% | 98.11% |
14.05.2024 | 1.80% | 0.61 CHF | 0.62 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 61'397 CHF | 62'510 CHF | 99.13% | 99.13% |
13.05.2024 | 1.81% | 0.61 CHF | 0.62 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 59'768 CHF | 60'855 CHF | 99.37% | 99.37% |
10.05.2024 | 2.01% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'582 | 100'000 | 53'127 CHF | 53'919 CHF | 99.42% | 99.42% |
08.05.2024 | 2.41% | 0.44 CHF | 0.45 CHF | 120'000 | 100'000 | 118'804 | 100'000 | 52'725 CHF | 45'480 CHF | 98.83% | 98.83% |
07.05.2024 | 2.75% | 0.38 CHF | 0.39 CHF | 140'000 | 100'000 | 137'900 | 100'000 | 52'095 CHF | 38'855 CHF | 96.57% | 96.57% |
06.05.2024 | 2.62% | 0.41 CHF | 0.42 CHF | 130'000 | 100'000 | 130'362 | 100'000 | 51'512 CHF | 40'570 CHF | 100.00% | 100.00% |
03.05.2024 | 2.70% | 0.38 CHF | 0.40 CHF | 140'000 | 100'000 | 130'532 | 100'000 | 51'573 CHF | 40'596 CHF | 97.94% | 97.94% |
02.05.2024 | 2.75% | 0.38 CHF | 0.39 CHF | 140'000 | 100'000 | 136'547 | 100'000 | 52'119 CHF | 39'256 CHF | 99.40% | 99.40% |