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 | 1.72% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 57'673 CHF | 58'673 CHF | 99.33% | 99.33% |
15.05.2024 | 1.65% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 99'732 | 99'241 | 60'109 CHF | 60'796 CHF | 98.94% | 98.94% |
14.05.2024 | 1.72% | 0.61 CHF | 0.62 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 57'672 CHF | 58'672 CHF | 100.00% | 100.00% |
13.05.2024 | 1.80% | 0.60 CHF | 0.61 CHF | 100'000 | 100'000 | 100'287 | 100'000 | 55'241 CHF | 56'100 CHF | 100.00% | 100.00% |
10.05.2024 | 2.20% | 0.46 CHF | 0.47 CHF | 110'000 | 100'000 | 116'757 | 100'000 | 52'418 CHF | 45'924 CHF | 100.00% | 100.00% |
08.05.2024 | 2.28% | 0.43 CHF | 0.44 CHF | 120'000 | 100'000 | 119'903 | 100'000 | 51'949 CHF | 44'328 CHF | 100.00% | 100.00% |
07.05.2024 | 2.07% | 0.47 CHF | 0.48 CHF | 110'000 | 100'000 | 111'027 | 100'000 | 52'977 CHF | 48'746 CHF | 96.40% | 96.40% |
06.05.2024 | 1.98% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 103'302 | 100'000 | 51'591 CHF | 51'000 CHF | 100.00% | 100.00% |
03.05.2024 | 2.00% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 105'713 | 100'000 | 52'349 CHF | 50'558 CHF | 98.62% | 98.62% |
02.05.2024 | 1.86% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 53'328 CHF | 54'328 CHF | 99.12% | 99.12% |