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 | 1.88% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 52'785 CHF | 53'785 CHF | 97.75% | 97.75% |
15.05.2024 | 2.13% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 111'029 | 99'757 | 52'198 CHF | 48'036 CHF | 98.90% | 98.90% |
14.05.2024 | 1.99% | 0.48 CHF | 0.49 CHF | 110'000 | 100'000 | 104'038 | 100'000 | 51'724 CHF | 50'752 CHF | 99.38% | 99.38% |
13.05.2024 | 1.99% | 0.48 CHF | 0.49 CHF | 110'000 | 100'000 | 103'537 | 100'000 | 51'555 CHF | 50'828 CHF | 99.81% | 99.81% |
10.05.2024 | 2.08% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 110'034 | 100'000 | 52'348 CHF | 48'664 CHF | 100.00% | 100.00% |
08.05.2024 | 2.63% | 0.42 CHF | 0.43 CHF | 120'000 | 100'000 | 138'239 | 100'000 | 51'825 CHF | 38'667 CHF | 100.00% | 100.00% |
07.05.2024 | 3.68% | 0.30 CHF | 0.31 CHF | 170'000 | 100'000 | 191'798 | 100'000 | 51'126 CHF | 27'737 CHF | 97.06% | 97.06% |
06.05.2024 | 3.09% | 0.26 CHF | 0.27 CHF | 200'000 | 100'000 | 162'834 | 100'000 | 51'883 CHF | 33'113 CHF | 100.00% | 100.00% |
03.05.2024 | 3.24% | 0.29 CHF | 0.30 CHF | 180'000 | 100'000 | 170'182 | 100'000 | 51'670 CHF | 31'395 CHF | 97.92% | 97.92% |
02.05.2024 | 3.42% | 0.28 CHF | 0.29 CHF | 180'000 | 100'000 | 179'216 | 100'000 | 51'500 CHF | 29'798 CHF | 99.41% | 99.41% |