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 | 1.94% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 100'811 | 100'000 | 51'379 CHF | 51'982 CHF | 98.61% | 98.61% |
15.05.2024 | 1.78% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 99'859 | 99'243 | 55'735 CHF | 56'384 CHF | 98.94% | 98.94% |
14.05.2024 | 1.76% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 56'221 CHF | 57'221 CHF | 100.00% | 100.00% |
13.05.2024 | 1.82% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 54'466 CHF | 55'466 CHF | 100.00% | 100.00% |
10.05.2024 | 1.92% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 51'713 CHF | 52'713 CHF | 100.00% | 100.00% |
08.05.2024 | 2.11% | 0.47 CHF | 0.48 CHF | 110'000 | 100'000 | 110'545 | 100'000 | 51'802 CHF | 47'869 CHF | 100.00% | 100.00% |
07.05.2024 | 2.12% | 0.46 CHF | 0.47 CHF | 110'000 | 100'000 | 110'000 | 100'000 | 51'410 CHF | 47'736 CHF | 96.44% | 96.44% |
06.05.2024 | 2.20% | 0.46 CHF | 0.47 CHF | 110'000 | 100'000 | 116'252 | 100'000 | 52'238 CHF | 45'968 CHF | 94.79% | 94.79% |
03.05.2024 | 2.34% | 0.43 CHF | 0.44 CHF | 120'000 | 100'000 | 121'617 | 100'000 | 51'304 CHF | 43'201 CHF | 98.63% | 98.63% |
02.05.2024 | 2.50% | 0.39 CHF | 0.40 CHF | 130'000 | 100'000 | 131'121 | 100'000 | 51'732 CHF | 40'466 CHF | 98.56% | 98.56% |