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 | 1.06% | 0.92 CHF | 0.93 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 93'724 CHF | 94'724 CHF | 100.00% | 100.00% |
16.05.2024 | 1.12% | 0.87 CHF | 0.88 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 89'099 CHF | 90'099 CHF | 99.35% | 99.35% |
15.05.2024 | 1.08% | 0.94 CHF | 0.95 CHF | 100'000 | 100'000 | 99'750 | 99'750 | 93'038 CHF | 94'047 CHF | 98.95% | 98.95% |
14.05.2024 | 1.09% | 0.95 CHF | 0.96 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 91'348 CHF | 92'348 CHF | 100.00% | 100.00% |
13.05.2024 | 1.12% | 0.89 CHF | 0.90 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 88'908 CHF | 89'908 CHF | 100.00% | 100.00% |
10.05.2024 | 1.20% | 0.86 CHF | 0.87 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 165'578 CHF | 167'578 CHF | 100.00% | 100.00% |
08.05.2024 | 1.33% | 0.74 CHF | 0.75 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 149'140 CHF | 151'140 CHF | 100.00% | 100.00% |
07.05.2024 | 1.51% | 0.70 CHF | 0.71 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 131'686 CHF | 133'686 CHF | 98.92% | 98.92% |
06.05.2024 | 1.62% | 0.58 CHF | 0.59 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 122'246 CHF | 124'246 CHF | 100.00% | 100.00% |
03.05.2024 | 1.61% | 0.58 CHF | 0.59 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 122'945 CHF | 124'945 CHF | 98.26% | 98.26% |