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 | 0.94% | 1.06 CHF | 1.07 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 105'960 CHF | 106'960 CHF | 97.75% | 97.75% |
15.05.2024 | 1.01% | 1.05 CHF | 1.06 CHF | 100'000 | 100'000 | 99'757 | 99'757 | 100'031 CHF | 101'041 CHF | 98.90% | 98.90% |
14.05.2024 | 0.97% | 1.01 CHF | 1.02 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 102'922 CHF | 103'922 CHF | 99.50% | 99.50% |
13.05.2024 | 0.97% | 1.01 CHF | 1.02 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 103'040 CHF | 104'040 CHF | 99.81% | 99.81% |
10.05.2024 | 0.99% | 1.03 CHF | 1.04 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 100'849 CHF | 101'849 CHF | 100.00% | 100.00% |
08.05.2024 | 1.10% | 0.96 CHF | 0.97 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 90'838 CHF | 91'838 CHF | 100.00% | 100.00% |
07.05.2024 | 1.24% | 0.83 CHF | 0.84 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 79'869 CHF | 80'869 CHF | 97.06% | 97.06% |
06.05.2024 | 1.17% | 0.79 CHF | 0.80 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 85'258 CHF | 86'258 CHF | 100.00% | 100.00% |
03.05.2024 | 1.19% | 0.82 CHF | 0.83 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 83'516 CHF | 84'516 CHF | 97.93% | 97.93% |
02.05.2024 | 1.21% | 0.81 CHF | 0.82 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 81'942 CHF | 82'942 CHF | 99.41% | 99.41% |