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 | 1.25% | 0.86 CHF | 0.87 CHF | 100'000 | 100'000 | 109'557 | 109'557 | 87'192 CHF | 88'289 CHF | 100.00% | 100.00% |
15.05.2024 | 1.50% | 0.66 CHF | 0.67 CHF | 110'000 | 110'000 | 109'798 | 109'798 | 72'769 CHF | 73'869 CHF | 100.00% | 100.00% |
14.05.2024 | 1.59% | 0.66 CHF | 0.67 CHF | 110'000 | 110'000 | 109'936 | 109'936 | 68'762 CHF | 69'862 CHF | 100.00% | 100.00% |
13.05.2024 | 1.43% | 0.68 CHF | 0.69 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 69'297 CHF | 70'297 CHF | 100.00% | 100.00% |
10.05.2024 | 1.40% | 0.71 CHF | 0.72 CHF | 100'000 | 100'000 | 101'218 | 101'218 | 71'789 CHF | 72'802 CHF | 100.00% | 100.00% |
08.05.2024 | 1.46% | 0.70 CHF | 0.71 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 74'890 CHF | 75'991 CHF | 99.08% | 99.08% |
07.05.2024 | 1.58% | 0.65 CHF | 0.66 CHF | 120'000 | 120'000 | 119'972 | 119'972 | 75'465 CHF | 76'665 CHF | 97.86% | 97.86% |
06.05.2024 | 1.74% | 0.58 CHF | 0.59 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 74'161 CHF | 75'461 CHF | 99.83% | 99.83% |
03.05.2024 | 1.89% | 0.50 CHF | 0.51 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 68'260 CHF | 69'560 CHF | 99.99% | 99.99% |
02.05.2024 | 1.81% | 0.53 CHF | 0.54 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 65'611 CHF | 66'811 CHF | 100.00% | 100.00% |