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 | 1.97% | 0.49 CHF | 0.50 CHF | 110'000 | 100'000 | 102'724 | 100'000 | 51'498 CHF | 51'164 CHF | 99.33% | 99.33% |
15.05.2024 | 1.90% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 99'980 | 99'241 | 52'926 CHF | 53'524 CHF | 98.94% | 98.94% |
14.05.2024 | 1.97% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 101'982 | 100'000 | 51'346 CHF | 51'374 CHF | 99.99% | 99.99% |
13.05.2024 | 2.09% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 109'962 | 100'000 | 52'055 CHF | 48'534 CHF | 100.00% | 100.00% |
10.05.2024 | 2.64% | 0.39 CHF | 0.40 CHF | 130'000 | 100'000 | 139'552 | 100'000 | 52'163 CHF | 38'399 CHF | 100.00% | 100.00% |
08.05.2024 | 2.74% | 0.35 CHF | 0.36 CHF | 150'000 | 100'000 | 143'224 | 100'000 | 51'480 CHF | 36'966 CHF | 100.00% | 100.00% |
07.05.2024 | 2.45% | 0.39 CHF | 0.40 CHF | 130'000 | 100'000 | 129'238 | 100'000 | 52'111 CHF | 41'378 CHF | 95.30% | 95.30% |
06.05.2024 | 2.33% | 0.44 CHF | 0.45 CHF | 120'000 | 100'000 | 122'671 | 100'000 | 52'039 CHF | 43'465 CHF | 100.00% | 100.00% |
03.05.2024 | 2.34% | 0.42 CHF | 0.43 CHF | 120'000 | 100'000 | 121'315 | 100'000 | 51'259 CHF | 43'272 CHF | 98.61% | 98.61% |
02.05.2024 | 2.15% | 0.46 CHF | 0.47 CHF | 110'000 | 100'000 | 112'792 | 100'000 | 51'807 CHF | 46'961 CHF | 99.13% | 99.13% |