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 | 1.09% | 0.79 CHF | 0.80 CHF | 100'000 | 100'000 | 82'449 | 82'449 | 75'051 CHF | 75'875 CHF | 100.00% | 100.00% |
15.05.2024 | 1.01% | 1.05 CHF | 1.06 CHF | 75'000 | 75'000 | 83'344 | 83'344 | 81'927 CHF | 82'760 CHF | 97.75% | 97.75% |
14.05.2024 | 1.14% | 0.89 CHF | 0.90 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 87'212 CHF | 88'212 CHF | 91.45% | 91.45% |
13.05.2024 | 1.09% | 0.93 CHF | 0.94 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 91'360 CHF | 92'360 CHF | 100.00% | 100.00% |
10.05.2024 | 1.00% | 0.95 CHF | 0.96 CHF | 100'000 | 100'000 | 88'782 | 88'782 | 87'959 CHF | 88'847 CHF | 99.80% | 99.80% |
08.05.2024 | 1.52% | 0.63 CHF | 0.64 CHF | 100'000 | 100'000 | 100'887 | 100'887 | 65'911 CHF | 66'920 CHF | 100.00% | 100.00% |
07.05.2024 | 2.10% | 0.60 CHF | 0.61 CHF | 125'000 | 125'000 | 128'889 | 128'978 | 61'080 CHF | 62'424 CHF | 100.00% | 100.00% |
06.05.2024 | 2.89% | 0.37 CHF | 0.38 CHF | 150'000 | 150'000 | 160'821 | 160'821 | 54'873 CHF | 56'481 CHF | 100.00% | 100.00% |
03.05.2024 | 3.49% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 194'240 | 194'240 | 54'752 CHF | 56'694 CHF | 94.92% | 94.92% |
02.05.2024 | 3.59% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 200'261 | 200'261 | 54'832 CHF | 56'835 CHF | 100.00% | 100.00% |