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 | 1.12% | 0.87 CHF | 0.88 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 88'584 CHF | 89'584 CHF | 99.35% | 99.35% |
15.05.2024 | 1.09% | 0.94 CHF | 0.95 CHF | 100'000 | 100'000 | 99'750 | 99'750 | 92'588 CHF | 93'596 CHF | 98.95% | 98.95% |
14.05.2024 | 1.09% | 0.94 CHF | 0.95 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 90'920 CHF | 91'920 CHF | 100.00% | 100.00% |
13.05.2024 | 1.12% | 0.89 CHF | 0.90 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 88'480 CHF | 89'480 CHF | 100.00% | 100.00% |
10.05.2024 | 1.21% | 0.86 CHF | 0.87 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 164'660 CHF | 166'660 CHF | 100.00% | 100.00% |
08.05.2024 | 1.34% | 0.74 CHF | 0.75 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 148'081 CHF | 150'081 CHF | 100.00% | 100.00% |
07.05.2024 | 1.52% | 0.69 CHF | 0.70 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 130'702 CHF | 132'702 CHF | 98.92% | 98.92% |
06.05.2024 | 1.64% | 0.58 CHF | 0.59 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 120'912 CHF | 122'912 CHF | 100.00% | 100.00% |
03.05.2024 | 1.63% | 0.57 CHF | 0.58 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 121'848 CHF | 123'848 CHF | 95.83% | 95.83% |
02.05.2024 | 1.55% | 0.63 CHF | 0.64 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 128'541 CHF | 130'541 CHF | 99.05% | 99.05% |