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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 1.42% | 0.69 CHF | 0.70 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 69'837 CHF | 70'837 CHF | 99.99% | 99.99% |
16.05.2024 | 2.93% | 0.73 CHF | 0.74 CHF | 100'000 | 100'000 | 84'234 | 84'234 | 62'901 CHF | 63'979 CHF | 99.00% | 99.00% |
15.05.2024 | 3.98% | 0.71 CHF | 0.78 CHF | 20'000 | 20'000 | 73'193 | 73'193 | 55'338 CHF | 56'470 CHF | 98.05% | 98.05% |
14.05.2024 | 1.40% | 0.75 CHF | 0.76 CHF | 100'000 | 100'000 | 98'953 | 98'953 | 75'538 CHF | 76'543 CHF | 97.88% | 97.88% |
13.05.2024 | 1.41% | 0.77 CHF | 0.78 CHF | 100'000 | 100'000 | 98'506 | 98'506 | 77'318 CHF | 78'325 CHF | 99.99% | 99.99% |
10.05.2024 | 1.25% | 0.80 CHF | 0.81 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 79'624 CHF | 80'624 CHF | 98.49% | 98.49% |
08.05.2024 | 1.23% | 0.81 CHF | 0.82 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 80'554 CHF | 81'554 CHF | 100.00% | 100.00% |
07.05.2024 | 1.24% | 0.80 CHF | 0.81 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 80'424 CHF | 81'424 CHF | 99.93% | 99.93% |
06.05.2024 | 1.92% | 0.82 CHF | 0.83 CHF | 100'000 | 100'000 | 92'150 | 92'150 | 75'879 CHF | 76'918 CHF | 99.99% | 99.99% |
03.05.2024 | 2.46% | 0.84 CHF | 0.85 CHF | 100'000 | 100'000 | 85'854 | 85'854 | 71'403 CHF | 72'473 CHF | 97.48% | 97.48% |