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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 1.55% | 0.66 CHF | 0.67 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 64'104 CHF | 65'104 CHF | 100.00% | 100.00% |
16.05.2024 | 1.64% | 0.60 CHF | 0.61 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 60'473 CHF | 61'473 CHF | 97.75% | 97.75% |
15.05.2024 | 1.83% | 0.60 CHF | 0.61 CHF | 100'000 | 100'000 | 99'926 | 99'757 | 54'737 CHF | 55'649 CHF | 98.90% | 98.90% |
14.05.2024 | 1.73% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 57'278 CHF | 58'278 CHF | 99.50% | 99.50% |
13.05.2024 | 1.73% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 57'438 CHF | 58'438 CHF | 99.81% | 99.81% |
10.05.2024 | 1.79% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'328 CHF | 56'328 CHF | 100.00% | 100.00% |
08.05.2024 | 2.19% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 115'568 | 100'000 | 52'306 CHF | 46'407 CHF | 100.00% | 100.00% |
07.05.2024 | 2.88% | 0.38 CHF | 0.39 CHF | 140'000 | 100'000 | 151'810 | 100'000 | 51'932 CHF | 35'294 CHF | 96.44% | 96.44% |
06.05.2024 | 2.49% | 0.34 CHF | 0.35 CHF | 150'000 | 100'000 | 129'738 | 100'000 | 51'333 CHF | 40'784 CHF | 100.00% | 100.00% |
03.05.2024 | 2.60% | 0.36 CHF | 0.37 CHF | 140'000 | 100'000 | 137'860 | 100'000 | 52'313 CHF | 38'973 CHF | 97.37% | 97.37% |