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 | 1.72% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 57'677 CHF | 58'677 CHF | 99.52% | 99.52% |
15.05.2024 | 1.65% | 0.59 CHF | 0.60 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 60'062 CHF | 61'062 CHF | 95.34% | 95.34% |
14.05.2024 | 1.65% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 60'250 CHF | 61'250 CHF | 87.28% | 87.28% |
13.05.2024 | 1.84% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 53'925 CHF | 54'925 CHF | 99.06% | 99.06% |
10.05.2024 | 1.92% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 51'622 CHF | 52'622 CHF | 98.16% | 98.16% |
08.05.2024 | 1.95% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 50'857 CHF | 51'857 CHF | 95.49% | 95.49% |
07.05.2024 | 1.87% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 52'955 CHF | 53'955 CHF | 99.54% | 99.54% |
06.05.2024 | 1.93% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 51'427 CHF | 52'427 CHF | 99.55% | 99.55% |
03.05.2024 | 2.01% | 0.49 CHF | 0.50 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 49'267 CHF | 50'267 CHF | 99.37% | 99.37% |
02.05.2024 | 2.08% | 0.48 CHF | 0.49 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 47'550 CHF | 48'550 CHF | 96.04% | 96.04% |