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 | 2.78% | 0.77 CHF | 0.78 CHF | 100'000 | 100'000 | 84'234 | 84'234 | 66'336 CHF | 67'415 CHF | 99.00% | 99.00% |
15.05.2024 | 3.78% | 0.75 CHF | 0.82 CHF | 20'000 | 20'000 | 73'193 | 73'193 | 58'280 CHF | 59'413 CHF | 98.05% | 98.05% |
14.05.2024 | 1.33% | 0.79 CHF | 0.80 CHF | 100'000 | 100'000 | 98'953 | 98'953 | 79'629 CHF | 80'634 CHF | 97.88% | 97.88% |
13.05.2024 | 1.34% | 0.81 CHF | 0.82 CHF | 100'000 | 100'000 | 98'506 | 98'506 | 81'340 CHF | 82'347 CHF | 99.99% | 99.99% |
10.05.2024 | 1.19% | 0.84 CHF | 0.85 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 83'704 CHF | 84'704 CHF | 96.41% | 96.41% |
08.05.2024 | 1.17% | 0.85 CHF | 0.86 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 84'697 CHF | 85'697 CHF | 100.00% | 100.00% |
07.05.2024 | 1.18% | 0.84 CHF | 0.85 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 84'518 CHF | 85'518 CHF | 99.95% | 99.95% |
06.05.2024 | 1.83% | 0.86 CHF | 0.87 CHF | 100'000 | 100'000 | 92'150 | 92'150 | 79'641 CHF | 80'680 CHF | 99.99% | 99.99% |
03.05.2024 | 2.34% | 0.88 CHF | 0.89 CHF | 100'000 | 100'000 | 85'855 | 85'855 | 74'924 CHF | 75'993 CHF | 97.48% | 97.48% |
02.05.2024 | 1.63% | 0.86 CHF | 0.87 CHF | 100'000 | 100'000 | 94'455 | 94'455 | 81'111 CHF | 82'138 CHF | 99.47% | 99.47% |