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 | 1.54% | 0.66 CHF | 0.67 CHF | 80'000 | 80'000 | 87'027 | 87'027 | 56'182 CHF | 57'053 CHF | 100.00% | 100.00% |
15.05.2024 | 1.50% | 0.64 CHF | 0.65 CHF | 90'000 | 90'000 | 81'928 | 81'928 | 54'476 CHF | 55'297 CHF | 100.00% | 100.00% |
14.05.2024 | 1.64% | 0.65 CHF | 0.66 CHF | 90'000 | 90'000 | 89'451 | 89'451 | 54'244 CHF | 55'139 CHF | 99.98% | 99.98% |
13.05.2024 | 1.72% | 0.57 CHF | 0.58 CHF | 90'000 | 90'000 | 89'451 | 89'451 | 51'492 CHF | 52'387 CHF | 100.00% | 100.00% |
10.05.2024 | 1.73% | 0.57 CHF | 0.58 CHF | 90'000 | 90'000 | 89'451 | 89'451 | 51'299 CHF | 52'194 CHF | 100.00% | 100.00% |
08.05.2024 | 1.95% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 99'363 | 99'363 | 50'582 CHF | 51'575 CHF | 99.06% | 99.06% |
07.05.2024 | 1.84% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 99'355 | 99'355 | 53'593 CHF | 54'587 CHF | 100.00% | 100.00% |
06.05.2024 | - | 0.51 CHF | 0.53 CHF | 10'000 | 10'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
03.05.2024 | 2.04% | 0.49 CHF | 0.50 CHF | 100'000 | 100'000 | 99'387 | 99'387 | 48'151 CHF | 49'145 CHF | 100.00% | 100.00% |
02.05.2024 | 1.90% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 99'390 | 99'390 | 51'775 CHF | 52'769 CHF | 100.00% | 100.00% |