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 | 1.90% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 52'097 CHF | 53'097 CHF | 97.75% | 97.75% |
15.05.2024 | 2.16% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 113'751 | 99'757 | 52'612 CHF | 47'280 CHF | 98.90% | 98.90% |
14.05.2024 | 2.02% | 0.47 CHF | 0.48 CHF | 110'000 | 100'000 | 107'579 | 100'000 | 52'673 CHF | 49'988 CHF | 99.50% | 99.50% |
13.05.2024 | 2.02% | 0.48 CHF | 0.49 CHF | 110'000 | 100'000 | 107'208 | 100'000 | 52'629 CHF | 50'124 CHF | 99.81% | 99.81% |
10.05.2024 | 2.11% | 0.49 CHF | 0.50 CHF | 110'000 | 100'000 | 110'836 | 100'000 | 51'992 CHF | 47'995 CHF | 100.00% | 100.00% |
08.05.2024 | 2.68% | 0.42 CHF | 0.43 CHF | 120'000 | 100'000 | 139'371 | 100'000 | 51'339 CHF | 38'019 CHF | 100.00% | 100.00% |
07.05.2024 | 3.78% | 0.29 CHF | 0.30 CHF | 180'000 | 100'000 | 195'719 | 100'000 | 50'753 CHF | 27'014 CHF | 96.44% | 96.44% |
06.05.2024 | 3.16% | 0.25 CHF | 0.26 CHF | 200'000 | 100'000 | 165'155 | 100'000 | 51'490 CHF | 32'443 CHF | 100.00% | 100.00% |
03.05.2024 | 3.32% | 0.28 CHF | 0.29 CHF | 180'000 | 100'000 | 174'382 | 100'000 | 51'622 CHF | 30'641 CHF | 97.94% | 97.94% |
02.05.2024 | 3.50% | 0.28 CHF | 0.29 CHF | 180'000 | 100'000 | 182'583 | 100'000 | 51'270 CHF | 29'144 CHF | 99.41% | 99.41% |