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 | 1.13% | 0.88 CHF | 0.89 CHF | 100'000 | 100'000 | 99'032 | 99'032 | 88'234 CHF | 89'226 CHF | 96.98% | 96.98% |
15.05.2024 | 1.35% | 0.76 CHF | 0.77 CHF | 100'000 | 100'000 | 99'062 | 99'062 | 73'635 CHF | 74'627 CHF | 99.97% | 99.97% |
14.05.2024 | 1.46% | 0.70 CHF | 0.71 CHF | 100'000 | 100'000 | 99'159 | 99'159 | 68'218 CHF | 69'210 CHF | 99.09% | 99.09% |
13.05.2024 | 1.35% | 0.76 CHF | 0.77 CHF | 100'000 | 100'000 | 99'061 | 99'061 | 73'597 CHF | 74'589 CHF | 100.00% | 100.00% |
10.05.2024 | 1.37% | 0.72 CHF | 0.73 CHF | 100'000 | 100'000 | 98'974 | 98'974 | 72'398 CHF | 73'389 CHF | 99.74% | 99.74% |
08.05.2024 | 1.49% | 0.67 CHF | 0.68 CHF | 100'000 | 100'000 | 99'057 | 99'057 | 66'744 CHF | 67'735 CHF | 99.78% | 99.78% |
07.05.2024 | 1.55% | 0.67 CHF | 0.68 CHF | 100'000 | 100'000 | 99'062 | 99'062 | 64'139 CHF | 65'131 CHF | 100.00% | 100.00% |
06.05.2024 | 1.61% | 0.63 CHF | 0.64 CHF | 100'000 | 100'000 | 98'545 | 98'545 | 61'501 CHF | 62'488 CHF | 84.00% | 98.85% |
03.05.2024 | 1.71% | 0.60 CHF | 0.61 CHF | 100'000 | 100'000 | 98'995 | 98'995 | 58'080 CHF | 59'071 CHF | 99.28% | 99.28% |
02.05.2024 | 1.60% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 99'062 | 99'062 | 62'379 CHF | 63'371 CHF | 100.00% | 100.00% |