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 | 1.02% | 0.96 CHF | 0.97 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 97'862 CHF | 98'862 CHF | 99.34% | 99.34% |
15.05.2024 | 1.02% | 1.02 CHF | 1.03 CHF | 100'000 | 100'000 | 99'314 | 99'236 | 98'286 CHF | 99'209 CHF | 98.95% | 98.95% |
14.05.2024 | 1.12% | 0.94 CHF | 0.95 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 88'923 CHF | 89'923 CHF | 99.95% | 99.95% |
13.05.2024 | 1.20% | 0.88 CHF | 0.90 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 89'891 CHF | 90'979 CHF | 99.37% | 99.37% |
10.05.2024 | 1.30% | 0.82 CHF | 0.83 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 76'802 CHF | 77'802 CHF | 100.00% | 100.00% |
08.05.2024 | 1.38% | 0.70 CHF | 0.71 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 71'859 CHF | 72'859 CHF | 100.00% | 100.00% |
07.05.2024 | 2.15% | 0.85 CHF | 0.86 CHF | 100'000 | 100'000 | 54'653 | 54'653 | 47'699 CHF | 48'699 CHF | 96.17% | 96.17% |
06.05.2024 | 3.23% | 0.34 CHF | 0.35 CHF | 150'000 | 100'000 | 169'861 | 100'000 | 51'699 CHF | 31'564 CHF | 98.68% | 98.68% |
03.05.2024 | 4.24% | 0.25 CHF | 0.26 CHF | 200'000 | 100'000 | 218'987 | 100'000 | 50'511 CHF | 24'126 CHF | 98.01% | 98.01% |
02.05.2024 | - | 0.18 CHF | - CHF | 280'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 81.66% |