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 | 1.51% | 0.66 CHF | 0.67 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 65'867 CHF | 66'867 CHF | 97.76% | 97.76% |
15.05.2024 | 1.67% | 0.65 CHF | 0.66 CHF | 100'000 | 100'000 | 99'903 | 99'757 | 60'085 CHF | 61'004 CHF | 98.90% | 98.90% |
14.05.2024 | 1.58% | 0.61 CHF | 0.62 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 62'813 CHF | 63'813 CHF | 99.50% | 99.50% |
13.05.2024 | 1.58% | 0.61 CHF | 0.62 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 62'885 CHF | 63'885 CHF | 99.81% | 99.81% |
10.05.2024 | 1.64% | 0.63 CHF | 0.64 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 60'727 CHF | 61'727 CHF | 100.00% | 100.00% |
08.05.2024 | 1.96% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 103'449 | 100'000 | 52'326 CHF | 51'667 CHF | 100.00% | 100.00% |
07.05.2024 | 2.49% | 0.43 CHF | 0.44 CHF | 120'000 | 100'000 | 130'836 | 100'000 | 51'883 CHF | 40'737 CHF | 97.06% | 97.06% |
06.05.2024 | 2.20% | 0.39 CHF | 0.40 CHF | 130'000 | 100'000 | 115'994 | 100'000 | 52'190 CHF | 46'164 CHF | 100.00% | 100.00% |
03.05.2024 | 2.28% | 0.42 CHF | 0.43 CHF | 120'000 | 100'000 | 119'499 | 100'000 | 51'837 CHF | 44'392 CHF | 97.43% | 97.43% |
02.05.2024 | 2.37% | 0.41 CHF | 0.42 CHF | 130'000 | 100'000 | 123'469 | 100'000 | 51'554 CHF | 42'798 CHF | 99.41% | 99.41% |