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 | 1.55% | 0.68 CHF | 0.69 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 68'149 CHF | 69'213 CHF | 97.20% | 97.20% |
15.05.2024 | 1.49% | 0.69 CHF | 0.70 CHF | 100'000 | 100'000 | 99'586 | 99'230 | 68'361 CHF | 69'132 CHF | 98.15% | 98.15% |
14.05.2024 | 1.54% | 0.67 CHF | 0.68 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 65'143 CHF | 66'155 CHF | 100.00% | 100.00% |
13.05.2024 | 1.49% | 0.66 CHF | 0.67 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 66'806 CHF | 67'810 CHF | 99.36% | 99.36% |
10.05.2024 | 1.58% | 0.65 CHF | 0.66 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 62'904 CHF | 63'904 CHF | 100.00% | 100.00% |
08.05.2024 | 1.63% | 0.60 CHF | 0.61 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 60'695 CHF | 61'695 CHF | 97.77% | 97.77% |
07.05.2024 | 2.76% | 0.65 CHF | 0.66 CHF | 100'000 | 100'000 | 54'803 | 54'803 | 36'450 CHF | 37'432 CHF | 92.08% | 92.08% |
06.05.2024 | 1.97% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 102'191 | 100'000 | 51'246 CHF | 51'173 CHF | 98.68% | 98.68% |
03.05.2024 | 2.08% | 0.48 CHF | 0.49 CHF | 110'000 | 100'000 | 110'000 | 100'000 | 52'392 CHF | 48'629 CHF | 98.00% | 98.00% |
02.05.2024 | 2.14% | 0.46 CHF | 0.47 CHF | 110'000 | 100'000 | 110'268 | 100'000 | 51'016 CHF | 47'268 CHF | 85.86% | 85.86% |