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 | 3.67% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 84'234 | 84'234 | 50'333 CHF | 51'412 CHF | 99.00% | 99.00% |
15.05.2024 | 4.97% | 0.56 CHF | 0.63 CHF | 20'000 | 20'000 | 73'193 | 73'193 | 44'374 CHF | 45'507 CHF | 98.05% | 98.05% |
14.05.2024 | 1.74% | 0.60 CHF | 0.61 CHF | 100'000 | 100'000 | 98'953 | 98'953 | 60'828 CHF | 61'833 CHF | 97.88% | 97.88% |
13.05.2024 | 1.74% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 98'506 | 98'506 | 62'619 CHF | 63'626 CHF | 99.99% | 99.99% |
10.05.2024 | 1.53% | 0.65 CHF | 0.66 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 64'695 CHF | 65'695 CHF | 96.41% | 96.41% |
08.05.2024 | 1.51% | 0.66 CHF | 0.67 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 65'673 CHF | 66'673 CHF | 100.00% | 100.00% |
07.05.2024 | 1.52% | 0.65 CHF | 0.66 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 65'494 CHF | 66'494 CHF | 99.94% | 99.94% |
06.05.2024 | 2.34% | 0.67 CHF | 0.68 CHF | 100'000 | 100'000 | 92'150 | 92'150 | 62'109 CHF | 63'148 CHF | 99.99% | 99.99% |
03.05.2024 | 2.98% | 0.69 CHF | 0.70 CHF | 100'000 | 100'000 | 85'879 | 85'879 | 58'602 CHF | 59'671 CHF | 97.44% | 97.44% |
02.05.2024 | 2.09% | 0.67 CHF | 0.68 CHF | 100'000 | 100'000 | 94'455 | 94'455 | 63'134 CHF | 64'161 CHF | 99.47% | 99.47% |