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 | 2.09% | 0.44 CHF | 0.45 CHF | 125'000 | 125'000 | 123'639 | 123'638 | 58'444 CHF | 59'680 CHF | 99.76% | 99.76% |
15.05.2024 | 1.94% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 101'821 | 101'819 | 51'831 CHF | 52'849 CHF | 100.00% | 100.00% |
14.05.2024 | 1.77% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 56'040 CHF | 57'040 CHF | 99.23% | 99.23% |
13.05.2024 | 1.77% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'973 CHF | 56'973 CHF | 100.00% | 100.00% |
10.05.2024 | 1.79% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'427 CHF | 56'427 CHF | 100.00% | 100.00% |
08.05.2024 | 1.61% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 61'804 CHF | 62'804 CHF | 100.00% | 100.00% |
07.05.2024 | 1.65% | 0.60 CHF | 0.61 CHF | 100'000 | 100'000 | 99'855 | 99'855 | 59'863 CHF | 60'862 CHF | 99.74% | 99.74% |
06.05.2024 | 1.47% | 0.67 CHF | 0.68 CHF | 75'000 | 75'000 | 77'095 | 77'095 | 51'973 CHF | 52'743 CHF | 99.52% | 99.52% |
03.05.2024 | 1.44% | 0.74 CHF | 0.75 CHF | 75'000 | 75'000 | 78'137 | 78'137 | 53'975 CHF | 54'756 CHF | 99.71% | 99.71% |
02.05.2024 | 1.29% | 0.79 CHF | 0.80 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 57'619 CHF | 58'369 CHF | 100.00% | 100.00% |