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 | 1.39% | 0.69 CHF | 0.70 CHF | 75'000 | 75'000 | 74'985 | 75'000 | 53'515 CHF | 54'276 CHF | 99.83% | 99.83% |
15.05.2024 | 1.48% | 0.69 CHF | 0.70 CHF | 75'000 | 75'000 | 87'879 | 87'879 | 58'743 CHF | 59'622 CHF | 100.00% | 100.00% |
14.05.2024 | 1.63% | 0.63 CHF | 0.64 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 60'780 CHF | 61'780 CHF | 98.94% | 98.94% |
13.05.2024 | 1.62% | 0.61 CHF | 0.62 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 61'255 CHF | 62'255 CHF | 100.00% | 100.00% |
10.05.2024 | 1.55% | 0.64 CHF | 0.65 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 64'007 CHF | 65'007 CHF | 100.00% | 100.00% |
08.05.2024 | 1.64% | 0.60 CHF | 0.61 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 60'647 CHF | 61'647 CHF | 100.00% | 100.00% |
07.05.2024 | 1.68% | 0.61 CHF | 0.62 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 58'875 CHF | 59'875 CHF | 99.83% | 99.83% |
06.05.2024 | 1.85% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 53'700 CHF | 54'700 CHF | 99.77% | 99.77% |
03.05.2024 | 1.95% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 103'264 | 103'264 | 52'450 CHF | 53'482 CHF | 99.72% | 99.72% |
02.05.2024 | 2.09% | 0.46 CHF | 0.47 CHF | 125'000 | 125'000 | 124'664 | 124'663 | 58'933 CHF | 60'180 CHF | 100.00% | 100.00% |