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 | 1.63% | 0.63 CHF | 0.64 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 60'830 CHF | 61'830 CHF | 99.35% | 99.35% |
15.05.2024 | 1.76% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 99'900 | 99'750 | 56'731 CHF | 57'651 CHF | 98.95% | 98.95% |
14.05.2024 | 1.69% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 58'801 CHF | 59'801 CHF | 100.00% | 100.00% |
13.05.2024 | 1.62% | 0.61 CHF | 0.62 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 61'217 CHF | 62'217 CHF | 100.00% | 100.00% |
10.05.2024 | 1.47% | 0.64 CHF | 0.65 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 135'181 CHF | 137'181 CHF | 100.00% | 100.00% |
08.05.2024 | 1.31% | 0.76 CHF | 0.77 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 152'132 CHF | 154'132 CHF | 100.00% | 100.00% |
07.05.2024 | 1.17% | 0.81 CHF | 0.82 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 169'472 CHF | 171'472 CHF | 98.92% | 98.92% |
06.05.2024 | 1.11% | 0.93 CHF | 0.94 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 179'294 CHF | 181'294 CHF | 100.00% | 100.00% |
03.05.2024 | 1.11% | 0.94 CHF | 0.95 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 179'232 CHF | 181'232 CHF | 98.63% | 98.63% |
02.05.2024 | 1.15% | 0.87 CHF | 0.88 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 172'847 CHF | 174'847 CHF | 99.12% | 99.12% |