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 | 1.30% | 0.74 CHF | 0.75 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 76'240 CHF | 77'240 CHF | 99.35% | 99.35% |
15.05.2024 | 1.25% | 0.81 CHF | 0.82 CHF | 100'000 | 100'000 | 99'750 | 99'750 | 80'182 CHF | 81'191 CHF | 98.95% | 98.95% |
14.05.2024 | 1.27% | 0.82 CHF | 0.83 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 78'558 CHF | 79'558 CHF | 100.00% | 100.00% |
13.05.2024 | 1.31% | 0.77 CHF | 0.78 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 76'082 CHF | 77'082 CHF | 100.00% | 100.00% |
10.05.2024 | 1.42% | 0.73 CHF | 0.74 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 139'797 CHF | 141'797 CHF | 100.00% | 100.00% |
08.05.2024 | 1.61% | 0.62 CHF | 0.63 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 123'334 CHF | 125'334 CHF | 100.00% | 100.00% |
07.05.2024 | 1.88% | 0.57 CHF | 0.58 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 105'871 CHF | 107'871 CHF | 98.92% | 98.92% |
06.05.2024 | 2.06% | 0.45 CHF | 0.46 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 96'413 CHF | 98'413 CHF | 100.00% | 100.00% |
03.05.2024 | 2.04% | 0.45 CHF | 0.46 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 97'220 CHF | 99'220 CHF | 95.40% | 95.40% |
02.05.2024 | 1.91% | 0.51 CHF | 0.52 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 103'848 CHF | 105'848 CHF | 99.12% | 99.12% |