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 | 1.56% | 0.63 CHF | 0.64 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 63'423 CHF | 64'423 CHF | 99.77% | 99.77% |
15.05.2024 | 1.50% | 0.65 CHF | 0.66 CHF | 100'000 | 100'000 | 84'273 | 84'264 | 55'613 CHF | 56'450 CHF | 100.00% | 100.00% |
14.05.2024 | 1.44% | 0.70 CHF | 0.71 CHF | 75'000 | 75'000 | 75'435 | 75'436 | 52'020 CHF | 52'775 CHF | 100.00% | 100.00% |
13.05.2024 | 1.50% | 0.68 CHF | 0.69 CHF | 75'000 | 75'000 | 89'674 | 89'673 | 59'317 CHF | 60'214 CHF | 100.00% | 100.00% |
10.05.2024 | 1.58% | 0.65 CHF | 0.66 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 62'875 CHF | 63'875 CHF | 100.00% | 100.00% |
08.05.2024 | 1.76% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 56'274 CHF | 57'274 CHF | 100.00% | 100.00% |
07.05.2024 | 1.83% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 54'267 CHF | 55'267 CHF | 99.75% | 99.75% |
06.05.2024 | 1.90% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 105'854 | 105'854 | 55'040 CHF | 56'099 CHF | 99.52% | 99.52% |
03.05.2024 | 2.16% | 0.47 CHF | 0.48 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 57'415 CHF | 58'665 CHF | 99.69% | 99.69% |
02.05.2024 | 2.31% | 0.44 CHF | 0.45 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 53'464 CHF | 54'714 CHF | 100.00% | 100.00% |