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 | 1.42% | 0.68 CHF | 0.69 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 70'058 CHF | 71'058 CHF | 99.35% | 99.35% |
15.05.2024 | 1.35% | 0.75 CHF | 0.76 CHF | 100'000 | 100'000 | 99'750 | 99'698 | 74'046 CHF | 75'013 CHF | 98.95% | 98.95% |
14.05.2024 | 1.37% | 0.76 CHF | 0.77 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 72'311 CHF | 73'311 CHF | 100.00% | 100.00% |
13.05.2024 | 1.42% | 0.70 CHF | 0.71 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 69'878 CHF | 70'878 CHF | 100.00% | 100.00% |
10.05.2024 | 1.56% | 0.67 CHF | 0.68 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 127'463 CHF | 129'463 CHF | 100.00% | 100.00% |
08.05.2024 | 1.79% | 0.55 CHF | 0.56 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 110'975 CHF | 112'975 CHF | 100.00% | 100.00% |
07.05.2024 | 2.12% | 0.51 CHF | 0.52 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 93'562 CHF | 95'562 CHF | 98.92% | 98.92% |
06.05.2024 | 2.36% | 0.39 CHF | 0.40 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 84'008 CHF | 86'008 CHF | 100.00% | 100.00% |
03.05.2024 | 2.33% | 0.39 CHF | 0.40 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 84'833 CHF | 86'833 CHF | 98.64% | 98.64% |
02.05.2024 | 2.17% | 0.45 CHF | 0.46 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 91'443 CHF | 93'443 CHF | 99.12% | 99.12% |