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 | 1.81% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 54'696 CHF | 55'696 CHF | 98.61% | 98.61% |
15.05.2024 | 1.63% | 0.61 CHF | 0.62 CHF | 100'000 | 100'000 | 99'796 | 98'979 | 60'978 CHF | 61'471 CHF | 98.94% | 98.94% |
14.05.2024 | 1.61% | 0.63 CHF | 0.64 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 61'675 CHF | 62'675 CHF | 99.99% | 99.99% |
13.05.2024 | 1.67% | 0.59 CHF | 0.60 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 59'256 CHF | 60'256 CHF | 100.00% | 100.00% |
10.05.2024 | 1.78% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'591 CHF | 56'591 CHF | 100.00% | 100.00% |
08.05.2024 | 2.02% | 0.49 CHF | 0.50 CHF | 110'000 | 100'000 | 106'794 | 100'000 | 52'272 CHF | 49'981 CHF | 100.00% | 100.00% |
07.05.2024 | 2.02% | 0.49 CHF | 0.50 CHF | 110'000 | 100'000 | 107'937 | 100'000 | 52'907 CHF | 50'044 CHF | 98.49% | 98.49% |
06.05.2024 | 2.13% | 0.48 CHF | 0.49 CHF | 110'000 | 100'000 | 112'487 | 100'000 | 52'343 CHF | 47'579 CHF | 94.79% | 94.79% |
03.05.2024 | 2.31% | 0.44 CHF | 0.45 CHF | 120'000 | 100'000 | 120'646 | 100'000 | 51'587 CHF | 43'769 CHF | 98.64% | 98.64% |
02.05.2024 | 2.52% | 0.38 CHF | 0.39 CHF | 140'000 | 100'000 | 132'917 | 100'000 | 51'985 CHF | 40'142 CHF | 99.12% | 99.12% |