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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 1.22% | 0.80 CHF | 0.81 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 81'474 CHF | 82'474 CHF | 100.00% | 100.00% |
16.05.2024 | 1.29% | 0.75 CHF | 0.76 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 76'779 CHF | 77'779 CHF | 99.35% | 99.35% |
15.05.2024 | 1.24% | 0.82 CHF | 0.83 CHF | 100'000 | 100'000 | 99'750 | 99'750 | 80'821 CHF | 81'829 CHF | 98.95% | 98.95% |
14.05.2024 | 1.26% | 0.83 CHF | 0.84 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 79'095 CHF | 80'095 CHF | 100.00% | 100.00% |
13.05.2024 | 1.30% | 0.77 CHF | 0.78 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 76'714 CHF | 77'714 CHF | 100.00% | 100.00% |
10.05.2024 | 1.41% | 0.74 CHF | 0.75 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 141'066 CHF | 143'066 CHF | 100.00% | 100.00% |
08.05.2024 | 1.59% | 0.62 CHF | 0.63 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 124'562 CHF | 126'562 CHF | 100.00% | 100.00% |
07.05.2024 | 1.85% | 0.57 CHF | 0.58 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 107'386 CHF | 109'386 CHF | 98.09% | 98.09% |
06.05.2024 | 2.03% | 0.46 CHF | 0.47 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 97'552 CHF | 99'552 CHF | 100.00% | 100.00% |
03.05.2024 | 2.01% | 0.45 CHF | 0.46 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 98'401 CHF | 100'401 CHF | 98.61% | 98.61% |