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 | 1.67% | 0.61 CHF | 0.62 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 59'468 CHF | 60'468 CHF | 99.66% | 99.66% |
16.05.2024 | 1.72% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 57'524 CHF | 58'524 CHF | 99.85% | 99.85% |
15.05.2024 | 1.69% | 0.59 CHF | 0.60 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 58'597 CHF | 59'597 CHF | 100.00% | 100.00% |
14.05.2024 | 1.75% | 0.59 CHF | 0.60 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 56'678 CHF | 57'678 CHF | 99.77% | 99.77% |
13.05.2024 | 1.72% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 57'591 CHF | 58'591 CHF | 100.00% | 100.00% |
10.05.2024 | 1.78% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'070 | 100'070 | 55'834 CHF | 56'835 CHF | 100.00% | 100.00% |
08.05.2024 | 2.08% | 0.48 CHF | 0.49 CHF | 125'000 | 125'000 | 123'132 | 123'132 | 58'697 CHF | 59'929 CHF | 100.00% | 100.00% |
07.05.2024 | 2.15% | 0.48 CHF | 0.49 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 57'575 CHF | 58'825 CHF | 99.84% | 99.84% |
06.05.2024 | 2.46% | 0.41 CHF | 0.42 CHF | 125'000 | 125'000 | 131'043 | 131'043 | 52'595 CHF | 53'905 CHF | 99.82% | 99.82% |
03.05.2024 | 2.50% | 0.39 CHF | 0.40 CHF | 150'000 | 150'000 | 132'273 | 132'273 | 52'272 CHF | 53'595 CHF | 100.00% | 100.00% |