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 | 1.65% | 0.63 CHF | 0.64 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 61'136 CHF | 62'153 CHF | 100.00% | 100.00% |
16.05.2024 | 1.66% | 0.60 CHF | 0.61 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 61'326 CHF | 62'352 CHF | 97.20% | 97.20% |
15.05.2024 | 1.65% | 0.64 CHF | 0.65 CHF | 100'000 | 100'000 | 99'586 | 99'230 | 62'173 CHF | 62'974 CHF | 98.15% | 98.15% |
14.05.2024 | 1.80% | 0.59 CHF | 0.60 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'885 CHF | 56'901 CHF | 100.00% | 100.00% |
13.05.2024 | 1.77% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 56'943 CHF | 57'959 CHF | 99.36% | 99.36% |
10.05.2024 | 2.02% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 107'244 | 100'000 | 52'531 CHF | 50'197 CHF | 100.00% | 100.00% |
08.05.2024 | 2.16% | 0.45 CHF | 0.46 CHF | 120'000 | 100'000 | 114'057 | 100'000 | 52'296 CHF | 46'898 CHF | 97.77% | 97.77% |
07.05.2024 | 3.17% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 54'803 | 54'803 | 31'275 CHF | 32'247 CHF | 92.08% | 92.08% |
06.05.2024 | 3.52% | 0.29 CHF | 0.30 CHF | 180'000 | 100'000 | 183'222 | 100'000 | 51'092 CHF | 28'905 CHF | 98.68% | 98.68% |
03.05.2024 | 3.90% | 0.26 CHF | 0.27 CHF | 200'000 | 100'000 | 200'813 | 100'000 | 50'499 CHF | 26'152 CHF | 98.00% | 98.00% |