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 | 1.81% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 54'776 CHF | 55'776 CHF | 99.85% | 99.85% |
15.05.2024 | 1.80% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'000 CHF | 56'000 CHF | 100.00% | 100.00% |
14.05.2024 | 1.86% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 53'400 CHF | 54'400 CHF | 99.77% | 99.77% |
13.05.2024 | 1.88% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 52'750 CHF | 53'750 CHF | 100.00% | 100.00% |
10.05.2024 | 1.92% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 101'253 | 101'253 | 52'291 CHF | 53'304 CHF | 100.00% | 100.00% |
08.05.2024 | 2.24% | 0.45 CHF | 0.46 CHF | 125'000 | 125'000 | 125'512 | 125'512 | 55'499 CHF | 56'754 CHF | 100.00% | 100.00% |
07.05.2024 | 2.59% | 0.40 CHF | 0.41 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 57'176 CHF | 58'676 CHF | 99.84% | 99.84% |
06.05.2024 | 2.70% | 0.37 CHF | 0.38 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 54'964 CHF | 56'464 CHF | 99.83% | 99.83% |
03.05.2024 | 2.93% | 0.34 CHF | 0.35 CHF | 150'000 | 150'000 | 163'198 | 163'198 | 54'800 CHF | 56'432 CHF | 100.00% | 100.00% |
02.05.2024 | 3.01% | 0.33 CHF | 0.34 CHF | 175'000 | 175'000 | 169'067 | 169'067 | 55'384 CHF | 57'075 CHF | 100.00% | 100.00% |