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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 2.03% | 0.50 CHF | 0.51 CHF | 100'000 | 50'000 | 105'689 | 50'000 | 51'464 CHF | 24'853 CHF | 60.00% | 60.00% |
16.05.2024 | 2.18% | 0.48 CHF | 0.49 CHF | 106'222 | 50'000 | 106'743 | 50'000 | 48'506 CHF | 23'222 CHF | 99.29% | 99.29% |
15.05.2024 | 2.36% | 0.42 CHF | 0.43 CHF | 107'962 | 50'000 | 107'875 | 49'753 | 45'674 CHF | 21'567 CHF | 98.93% | 98.93% |
14.05.2024 | 2.69% | 0.40 CHF | 0.41 CHF | 108'665 | 50'000 | 107'279 | 49'361 | 40'379 CHF | 19'085 CHF | 99.98% | 99.98% |
13.05.2024 | 2.59% | 0.37 CHF | 0.38 CHF | 109'410 | 50'000 | 109'117 | 50'000 | 41'583 CHF | 19'555 CHF | 100.00% | 100.00% |
10.05.2024 | 2.53% | 0.38 CHF | 0.39 CHF | 109'338 | 50'000 | 108'991 | 50'000 | 42'482 CHF | 19'990 CHF | 100.00% | 100.00% |
08.05.2024 | 2.87% | 0.34 CHF | 0.35 CHF | 110'451 | 50'000 | 110'470 | 50'000 | 37'915 CHF | 17'662 CHF | 100.00% | 100.00% |
07.05.2024 | 2.76% | 0.36 CHF | 0.37 CHF | 109'887 | 50'000 | 109'967 | 50'000 | 39'317 CHF | 18'378 CHF | 96.44% | 96.44% |
06.05.2024 | 3.29% | 0.30 CHF | 0.31 CHF | 111'301 | 50'000 | 111'225 | 50'000 | 33'302 CHF | 15'471 CHF | 100.00% | 100.00% |
03.05.2024 | 3.45% | 0.25 CHF | 0.26 CHF | 112'585 | 50'000 | 111'863 | 50'000 | 31'957 CHF | 14'787 CHF | 98.63% | 98.63% |