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 | 1.66% | 0.73 CHF | 0.75 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 73'001 CHF | 74'224 CHF | 99.25% | 99.25% |
15.05.2024 | 1.55% | 0.72 CHF | 0.73 CHF | 100'000 | 100'000 | 99'593 | 99'246 | 70'604 CHF | 71'449 CHF | 98.11% | 98.11% |
14.05.2024 | 1.85% | 0.67 CHF | 0.68 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 67'074 CHF | 68'326 CHF | 99.13% | 99.13% |
13.05.2024 | 1.69% | 0.67 CHF | 0.68 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 65'596 CHF | 66'711 CHF | 99.38% | 99.38% |
10.05.2024 | 1.89% | 0.61 CHF | 0.62 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 58'679 CHF | 59'794 CHF | 99.42% | 99.42% |
08.05.2024 | 2.06% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 102'785 | 100'000 | 51'531 CHF | 51'208 CHF | 98.83% | 98.83% |
07.05.2024 | 2.48% | 0.44 CHF | 0.45 CHF | 120'000 | 100'000 | 119'698 | 100'000 | 52'174 CHF | 44'693 CHF | 96.57% | 96.57% |
06.05.2024 | 2.28% | 0.46 CHF | 0.48 CHF | 110'000 | 100'000 | 115'796 | 100'000 | 52'507 CHF | 46'416 CHF | 100.00% | 100.00% |
03.05.2024 | 2.34% | 0.44 CHF | 0.45 CHF | 120'000 | 100'000 | 117'538 | 100'000 | 53'084 CHF | 46'253 CHF | 97.94% | 97.94% |
02.05.2024 | 2.30% | 0.43 CHF | 0.44 CHF | 120'000 | 100'000 | 120'000 | 100'000 | 52'770 CHF | 44'998 CHF | 99.40% | 99.40% |