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 | 1.94% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 51'145 CHF | 52'145 CHF | 99.25% | 99.25% |
15.05.2024 | 1.96% | 0.53 CHF | 0.55 CHF | 100'000 | 100'000 | 100'000 | 99'252 | 54'439 CHF | 55'114 CHF | 98.90% | 98.90% |
14.05.2024 | 1.93% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'356 | 100'000 | 51'578 CHF | 52'403 CHF | 100.00% | 100.00% |
13.05.2024 | 1.99% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 105'507 | 100'000 | 52'385 CHF | 50'720 CHF | 100.00% | 100.00% |
10.05.2024 | 2.10% | 0.48 CHF | 0.49 CHF | 110'000 | 100'000 | 109'611 | 100'000 | 51'594 CHF | 48'107 CHF | 99.41% | 99.41% |
08.05.2024 | 2.11% | 0.48 CHF | 0.49 CHF | 110'000 | 100'000 | 110'236 | 100'000 | 51'753 CHF | 47'951 CHF | 100.00% | 100.00% |
07.05.2024 | 2.13% | 0.47 CHF | 0.48 CHF | 110'000 | 100'000 | 110'000 | 100'000 | 52'041 CHF | 48'331 CHF | 96.43% | 96.43% |
06.05.2024 | 2.12% | 0.47 CHF | 0.48 CHF | 110'000 | 100'000 | 111'338 | 100'000 | 51'884 CHF | 47'620 CHF | 100.00% | 100.00% |
03.05.2024 | 2.14% | 0.48 CHF | 0.49 CHF | 110'000 | 100'000 | 113'826 | 100'000 | 52'728 CHF | 47'382 CHF | 97.93% | 97.93% |
02.05.2024 | 1.91% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 53'794 CHF | 54'834 CHF | 99.40% | 99.40% |