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 | 1.69% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 58'838 CHF | 59'838 CHF | 98.61% | 98.61% |
15.05.2024 | 1.52% | 0.65 CHF | 0.66 CHF | 100'000 | 100'000 | 99'592 | 98'979 | 65'002 CHF | 65'594 CHF | 98.94% | 98.94% |
14.05.2024 | 1.51% | 0.67 CHF | 0.68 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 65'838 CHF | 66'838 CHF | 100.00% | 100.00% |
13.05.2024 | 1.56% | 0.64 CHF | 0.65 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 63'567 CHF | 64'567 CHF | 100.00% | 100.00% |
10.05.2024 | 1.66% | 0.60 CHF | 0.61 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 59'905 CHF | 60'905 CHF | 100.00% | 100.00% |
08.05.2024 | 1.86% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 53'426 CHF | 54'426 CHF | 100.00% | 100.00% |
07.05.2024 | 1.86% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 53'364 CHF | 54'364 CHF | 96.44% | 96.44% |
06.05.2024 | 1.95% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 102'487 | 100'000 | 52'147 CHF | 51'934 CHF | 94.79% | 94.79% |
03.05.2024 | 2.10% | 0.48 CHF | 0.49 CHF | 110'000 | 100'000 | 110'265 | 100'000 | 51'978 CHF | 48'144 CHF | 98.52% | 98.52% |
02.05.2024 | 2.27% | 0.43 CHF | 0.44 CHF | 120'000 | 100'000 | 120'067 | 100'000 | 52'242 CHF | 44'520 CHF | 99.12% | 99.12% |