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 | 1.80% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'200 CHF | 56'200 CHF | 99.87% | 99.87% |
15.05.2024 | 1.77% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 56'107 CHF | 57'107 CHF | 100.00% | 100.00% |
14.05.2024 | 1.87% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 53'120 CHF | 54'120 CHF | 99.77% | 99.77% |
13.05.2024 | 1.89% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 52'462 CHF | 53'462 CHF | 100.00% | 100.00% |
10.05.2024 | 1.64% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 60'547 CHF | 61'547 CHF | 100.00% | 100.00% |
08.05.2024 | 1.65% | 0.60 CHF | 0.61 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 60'292 CHF | 61'292 CHF | 100.00% | 100.00% |
07.05.2024 | 1.84% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 53'788 CHF | 54'788 CHF | 99.86% | 99.86% |
06.05.2024 | 1.94% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 100'030 | 100'030 | 51'057 CHF | 52'058 CHF | 99.83% | 99.83% |
03.05.2024 | 2.02% | 0.48 CHF | 0.49 CHF | 125'000 | 125'000 | 122'397 | 122'397 | 59'869 CHF | 61'093 CHF | 100.00% | 100.00% |
02.05.2024 | 2.08% | 0.48 CHF | 0.49 CHF | 125'000 | 125'000 | 124'971 | 124'971 | 59'456 CHF | 60'706 CHF | 100.00% | 100.00% |