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 | 1.35% | 0.74 CHF | 0.75 CHF | 100'000 | 100'000 | 99'877 | 99'877 | 73'590 CHF | 74'590 CHF | 100.00% | 100.00% |
15.05.2024 | 1.49% | 0.73 CHF | 0.74 CHF | 110'000 | 110'000 | 109'798 | 109'798 | 73'278 CHF | 74'378 CHF | 100.00% | 100.00% |
14.05.2024 | 1.42% | 0.68 CHF | 0.69 CHF | 100'000 | 100'000 | 99'943 | 99'943 | 69'789 CHF | 70'789 CHF | 99.99% | 99.99% |
13.05.2024 | 1.41% | 0.68 CHF | 0.69 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 70'234 CHF | 71'234 CHF | 100.00% | 100.00% |
10.05.2024 | 1.46% | 0.71 CHF | 0.72 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 74'985 CHF | 76'085 CHF | 100.00% | 100.00% |
08.05.2024 | 1.74% | 0.62 CHF | 0.63 CHF | 120'000 | 120'000 | 126'853 | 126'853 | 72'201 CHF | 73'470 CHF | 99.24% | 99.24% |
07.05.2024 | 2.16% | 0.49 CHF | 0.50 CHF | 140'000 | 140'000 | 139'820 | 139'820 | 64'198 CHF | 65'598 CHF | 97.37% | 97.37% |
06.05.2024 | 1.92% | 0.46 CHF | 0.47 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 67'084 CHF | 68'384 CHF | 100.00% | 100.00% |
03.05.2024 | 1.97% | 0.48 CHF | 0.49 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 65'330 CHF | 66'630 CHF | 99.96% | 99.96% |
02.05.2024 | 2.03% | 0.48 CHF | 0.49 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 63'543 CHF | 64'843 CHF | 99.99% | 99.99% |