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 | 1.78% | 0.56 CHF | 0.57 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 55'684 CHF | 28'342 CHF | 98.47% | 98.47% |
15.05.2024 | 1.85% | 0.55 CHF | 0.56 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 53'679 CHF | 27'340 CHF | 98.33% | 98.33% |
14.05.2024 | 1.88% | 0.54 CHF | 0.55 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 52'715 CHF | 26'857 CHF | 99.36% | 99.36% |
13.05.2024 | 1.89% | 0.51 CHF | 0.52 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 52'535 CHF | 26'768 CHF | 98.93% | 98.93% |
10.05.2024 | 1.85% | 0.52 CHF | 0.53 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 53'579 CHF | 27'289 CHF | 99.38% | 99.38% |
08.05.2024 | 1.90% | 0.54 CHF | 0.55 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 52'277 CHF | 26'638 CHF | 99.36% | 99.36% |
07.05.2024 | 1.95% | 0.52 CHF | 0.53 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 50'886 CHF | 25'943 CHF | 94.72% | 94.72% |
06.05.2024 | 2.09% | 0.47 CHF | 0.48 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 47'256 CHF | 24'128 CHF | 99.37% | 99.37% |
03.05.2024 | 2.04% | 0.49 CHF | 0.50 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 48'528 CHF | 24'764 CHF | 99.36% | 99.36% |
02.05.2024 | 1.89% | 0.51 CHF | 0.52 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 52'472 CHF | 26'736 CHF | 99.37% | 99.37% |