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 | 2.03% | 0.64 CHF | 0.66 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 64'001 CHF | 65'315 CHF | 99.25% | 99.25% |
15.05.2024 | 1.81% | 0.63 CHF | 0.64 CHF | 100'000 | 100'000 | 99'796 | 99'247 | 61'767 CHF | 62'545 CHF | 98.11% | 98.11% |
14.05.2024 | 2.13% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 58'074 CHF | 59'326 CHF | 99.13% | 99.13% |
13.05.2024 | 1.95% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 56'596 CHF | 57'711 CHF | 99.38% | 99.38% |
10.05.2024 | 2.23% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 103'853 | 100'000 | 51'507 CHF | 50'794 CHF | 99.42% | 99.42% |
08.05.2024 | 2.50% | 0.41 CHF | 0.42 CHF | 130'000 | 100'000 | 126'541 | 100'000 | 52'054 CHF | 42'208 CHF | 98.83% | 98.83% |
07.05.2024 | 2.92% | 0.35 CHF | 0.36 CHF | 150'000 | 100'000 | 149'796 | 100'000 | 51'873 CHF | 35'693 CHF | 96.57% | 96.57% |
06.05.2024 | 2.84% | 0.37 CHF | 0.39 CHF | 140'000 | 100'000 | 140'619 | 100'000 | 51'132 CHF | 37'416 CHF | 100.00% | 100.00% |
03.05.2024 | 3.00% | 0.35 CHF | 0.36 CHF | 150'000 | 100'000 | 140'734 | 100'000 | 51'011 CHF | 37'358 CHF | 97.93% | 97.93% |
02.05.2024 | 2.97% | 0.34 CHF | 0.35 CHF | 150'000 | 100'000 | 148'105 | 100'000 | 51'810 CHF | 36'054 CHF | 99.40% | 99.40% |