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 | 3.08% | 0.64 CHF | 0.66 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 65'416 CHF | 67'457 CHF | 97.20% | 97.20% |
15.05.2024 | 2.98% | 0.70 CHF | 0.72 CHF | 100'000 | 100'000 | 99'586 | 99'230 | 66'954 CHF | 68'724 CHF | 98.15% | 98.15% |
14.05.2024 | 2.66% | 0.63 CHF | 0.65 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 58'423 CHF | 60'008 CHF | 100.00% | 100.00% |
13.05.2024 | 2.04% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 59'811 CHF | 61'046 CHF | 99.37% | 99.37% |
10.05.2024 | 2.05% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 107'757 | 100'000 | 52'097 CHF | 49'651 CHF | 100.00% | 100.00% |
08.05.2024 | 2.19% | 0.43 CHF | 0.44 CHF | 120'000 | 100'000 | 115'549 | 100'000 | 52'261 CHF | 46'302 CHF | 97.77% | 97.77% |
07.05.2024 | 2.99% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 54'713 | 54'713 | 33'005 CHF | 33'971 CHF | 93.85% | 93.85% |
06.05.2024 | 4.45% | 0.24 CHF | 0.25 CHF | 210'000 | 100'000 | 229'544 | 100'000 | 50'478 CHF | 23'046 CHF | 98.68% | 98.68% |
03.05.2024 | 5.25% | 0.19 CHF | 0.20 CHF | 270'000 | 100'000 | 273'809 | 100'000 | 50'800 CHF | 19'568 CHF | 97.97% | 97.97% |
02.05.2024 | 5.60% | 0.16 CHF | 0.17 CHF | 320'000 | 100'000 | 292'640 | 100'000 | 50'779 CHF | 18'375 CHF | 85.86% | 85.86% |