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 | 1.00% | 0.98 CHF | 0.99 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 99'488 CHF | 100'488 CHF | 99.34% | 99.34% |
15.05.2024 | 1.13% | 1.03 CHF | 1.04 CHF | 100'000 | 100'000 | 99'236 | 99'236 | 99'653 CHF | 100'782 CHF | 98.95% | 98.95% |
14.05.2024 | 1.10% | 0.96 CHF | 0.97 CHF | 100'000 | 100'000 | 99'948 | 100'000 | 90'387 CHF | 91'435 CHF | 100.00% | 100.00% |
13.05.2024 | 1.09% | 0.90 CHF | 0.91 CHF | 100'000 | 100'000 | 100'000 | 99'948 | 91'371 CHF | 92'324 CHF | 99.37% | 99.37% |
10.05.2024 | 1.28% | 0.84 CHF | 0.85 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 78'150 CHF | 79'150 CHF | 100.00% | 100.00% |
08.05.2024 | 1.36% | 0.71 CHF | 0.72 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 73'196 CHF | 74'196 CHF | 100.00% | 100.00% |
07.05.2024 | 2.14% | 0.85 CHF | 0.86 CHF | 100'000 | 100'000 | 54'740 | 54'740 | 48'111 CHF | 49'111 CHF | 94.40% | 94.40% |
06.05.2024 | 3.11% | 0.35 CHF | 0.36 CHF | 150'000 | 100'000 | 163'370 | 100'000 | 51'733 CHF | 32'784 CHF | 98.42% | 98.68% |
03.05.2024 | 4.03% | 0.27 CHF | 0.28 CHF | 190'000 | 100'000 | 208'195 | 100'000 | 50'615 CHF | 25'365 CHF | 97.97% | 97.97% |
02.05.2024 | - | 0.19 CHF | - CHF | 270'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 85.86% |