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 | 1.74% | 0.98 CHF | 0.99 CHF | 100'000 | 100'000 | 66'228 | 66'228 | 63'203 CHF | 64'203 CHF | 99.27% | 99.27% |
15.05.2024 | 1.88% | 0.71 CHF | 0.73 CHF | 50'000 | 50'000 | 89'083 | 89'032 | 63'491 CHF | 64'569 CHF | 99.30% | 99.30% |
14.05.2024 | 1.46% | 0.68 CHF | 0.69 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 67'871 CHF | 68'871 CHF | 99.51% | 99.51% |
13.05.2024 | 1.23% | 0.79 CHF | 0.80 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 81'019 CHF | 82'019 CHF | 100.00% | 100.00% |
10.05.2024 | 1.20% | 0.85 CHF | 0.86 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 82'791 CHF | 83'791 CHF | 100.00% | 100.00% |
08.05.2024 | 1.44% | 0.71 CHF | 0.72 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 68'966 CHF | 69'966 CHF | 100.00% | 100.00% |
07.05.2024 | 1.67% | 0.65 CHF | 0.66 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 59'293 CHF | 60'293 CHF | 97.06% | 97.06% |
06.05.2024 | 1.88% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 100'678 | 100'000 | 53'086 CHF | 53'755 CHF | 100.00% | 100.00% |
03.05.2024 | 2.11% | 0.44 CHF | 0.45 CHF | 120'000 | 100'000 | 111'471 | 100'000 | 52'341 CHF | 48'102 CHF | 97.77% | 97.77% |
02.05.2024 | 2.19% | 0.43 CHF | 0.44 CHF | 120'000 | 100'000 | 115'188 | 100'000 | 51'974 CHF | 46'173 CHF | 98.50% | 98.50% |