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 | 1.95% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 100'166 | 100'000 | 50'977 CHF | 51'896 CHF | 99.25% | 99.25% |
15.05.2024 | 1.86% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 100'000 | 99'252 | 54'240 CHF | 54'855 CHF | 98.90% | 98.90% |
14.05.2024 | 2.07% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'447 | 100'000 | 51'361 CHF | 52'209 CHF | 100.00% | 100.00% |
13.05.2024 | 2.00% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 106'590 | 100'000 | 52'719 CHF | 50'529 CHF | 100.00% | 100.00% |
10.05.2024 | 2.14% | 0.48 CHF | 0.49 CHF | 110'000 | 100'000 | 111'023 | 100'000 | 52'020 CHF | 47'918 CHF | 99.41% | 99.41% |
08.05.2024 | 2.21% | 0.48 CHF | 0.49 CHF | 110'000 | 100'000 | 110'770 | 100'000 | 51'697 CHF | 47'726 CHF | 100.00% | 100.00% |
07.05.2024 | 2.10% | 0.47 CHF | 0.48 CHF | 110'000 | 100'000 | 110'000 | 100'000 | 51'887 CHF | 48'170 CHF | 96.43% | 96.43% |
06.05.2024 | 2.15% | 0.47 CHF | 0.48 CHF | 110'000 | 100'000 | 112'060 | 100'000 | 51'989 CHF | 47'429 CHF | 100.00% | 100.00% |
03.05.2024 | 2.15% | 0.48 CHF | 0.49 CHF | 110'000 | 100'000 | 114'474 | 100'000 | 52'709 CHF | 47'109 CHF | 97.94% | 97.94% |
02.05.2024 | 1.93% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 53'574 CHF | 54'617 CHF | 99.40% | 99.40% |