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 | 1.80% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'217 CHF | 56'217 CHF | 99.85% | 99.85% |
15.05.2024 | 1.78% | 0.59 CHF | 0.60 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'622 CHF | 56'622 CHF | 100.00% | 100.00% |
14.05.2024 | 1.85% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 53'695 CHF | 54'695 CHF | 99.77% | 99.77% |
13.05.2024 | 1.87% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 52'994 CHF | 53'994 CHF | 100.00% | 100.00% |
10.05.2024 | 1.90% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 101'514 | 101'514 | 52'880 CHF | 53'895 CHF | 100.00% | 100.00% |
08.05.2024 | 2.32% | 0.43 CHF | 0.44 CHF | 125'000 | 125'000 | 125'512 | 125'512 | 53'471 CHF | 54'726 CHF | 100.00% | 100.00% |
07.05.2024 | 2.86% | 0.37 CHF | 0.38 CHF | 150'000 | 150'000 | 154'438 | 154'438 | 53'256 CHF | 54'800 CHF | 99.84% | 99.84% |
06.05.2024 | 3.00% | 0.33 CHF | 0.34 CHF | 150'000 | 150'000 | 164'175 | 164'175 | 53'853 CHF | 55'494 CHF | 99.82% | 99.82% |
03.05.2024 | 3.38% | 0.29 CHF | 0.30 CHF | 175'000 | 175'000 | 182'175 | 182'175 | 52'912 CHF | 54'734 CHF | 100.00% | 100.00% |
02.05.2024 | 3.51% | 0.29 CHF | 0.30 CHF | 200'000 | 200'000 | 191'216 | 191'216 | 53'487 CHF | 55'399 CHF | 100.00% | 100.00% |