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 | 1.58% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 62'630 CHF | 63'630 CHF | 87.33% | 87.33% |
15.05.2024 | 1.68% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 99'901 | 99'752 | 59'498 CHF | 60'414 CHF | 97.10% | 97.10% |
14.05.2024 | 1.62% | 0.60 CHF | 0.61 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 61'068 CHF | 62'068 CHF | 98.53% | 98.53% |
13.05.2024 | 1.63% | 0.60 CHF | 0.61 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 61'037 CHF | 62'037 CHF | 96.47% | 96.47% |
10.05.2024 | 1.66% | 0.61 CHF | 0.62 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 59'742 CHF | 60'742 CHF | 98.01% | 98.01% |
08.05.2024 | 1.82% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 54'400 CHF | 55'400 CHF | 99.74% | 99.74% |
07.05.2024 | 2.03% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 107'312 | 100'000 | 52'364 CHF | 49'826 CHF | 90.72% | 90.72% |
06.05.2024 | 1.92% | 0.49 CHF | 0.50 CHF | 110'000 | 100'000 | 101'536 | 100'000 | 52'428 CHF | 52'677 CHF | 97.92% | 97.92% |
03.05.2024 | 1.95% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 50'905 CHF | 51'905 CHF | 97.83% | 97.83% |
02.05.2024 | 1.99% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 102'776 | 100'000 | 51'207 CHF | 50'850 CHF | 99.41% | 99.41% |