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 | 1.31% | 0.75 CHF | 0.76 CHF | 100'000 | 100'000 | 99'880 | 99'880 | 75'920 CHF | 76'920 CHF | 100.00% | 100.00% |
15.05.2024 | 1.29% | 0.79 CHF | 0.80 CHF | 110'000 | 110'000 | 109'798 | 109'798 | 84'795 CHF | 85'895 CHF | 100.00% | 100.00% |
14.05.2024 | 1.41% | 0.74 CHF | 0.75 CHF | 110'000 | 110'000 | 109'966 | 109'966 | 77'507 CHF | 78'606 CHF | 99.91% | 99.91% |
13.05.2024 | 1.40% | 0.70 CHF | 0.71 CHF | 110'000 | 110'000 | 109'962 | 109'962 | 78'302 CHF | 79'402 CHF | 100.00% | 100.00% |
10.05.2024 | 1.58% | 0.67 CHF | 0.68 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 75'333 CHF | 76'533 CHF | 100.00% | 100.00% |
08.05.2024 | 1.66% | 0.58 CHF | 0.59 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 71'840 CHF | 73'040 CHF | 98.98% | 98.98% |
07.05.2024 | 1.38% | 0.70 CHF | 0.71 CHF | 150'000 | 150'000 | 149'658 | 149'658 | 108'051 CHF | 109'551 CHF | 99.89% | 99.89% |
06.05.2024 | 2.61% | 0.40 CHF | 0.41 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 60'446 CHF | 62'046 CHF | 100.00% | 100.00% |
03.05.2024 | 2.80% | 0.36 CHF | 0.37 CHF | 160'000 | 160'000 | 160'092 | 160'092 | 56'480 CHF | 58'081 CHF | 99.95% | 99.95% |
02.05.2024 | 2.88% | 0.33 CHF | 0.34 CHF | 170'000 | 170'000 | 168'722 | 168'722 | 57'823 CHF | 59'511 CHF | 99.99% | 99.99% |