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 | 1.93% | 1.11 CHF | 1.12 CHF | 100'000 | 100'000 | 84'234 | 84'234 | 95'218 CHF | 96'296 CHF | 99.00% | 99.00% |
15.05.2024 | 2.64% | 1.09 CHF | 1.16 CHF | 20'000 | 20'000 | 73'193 | 73'193 | 83'277 CHF | 84'409 CHF | 98.05% | 98.05% |
14.05.2024 | 0.94% | 1.14 CHF | 1.15 CHF | 100'000 | 100'000 | 98'953 | 98'953 | 113'655 CHF | 114'660 CHF | 97.88% | 97.88% |
13.05.2024 | 0.95% | 1.16 CHF | 1.17 CHF | 100'000 | 100'000 | 98'506 | 98'506 | 115'157 CHF | 116'164 CHF | 99.99% | 99.99% |
10.05.2024 | 0.84% | 1.19 CHF | 1.20 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 117'946 CHF | 118'946 CHF | 95.71% | 95.71% |
08.05.2024 | 0.84% | 1.19 CHF | 1.20 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 119'078 CHF | 120'078 CHF | 100.00% | 100.00% |
07.05.2024 | 0.84% | 1.18 CHF | 1.19 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 118'990 CHF | 119'990 CHF | 99.94% | 99.94% |
06.05.2024 | 1.31% | 1.20 CHF | 1.21 CHF | 100'000 | 100'000 | 92'150 | 92'150 | 111'342 CHF | 112'380 CHF | 99.99% | 99.99% |
03.05.2024 | 1.68% | 1.22 CHF | 1.23 CHF | 100'000 | 100'000 | 85'910 | 85'910 | 104'440 CHF | 105'510 CHF | 97.39% | 97.39% |
02.05.2024 | 1.17% | 1.20 CHF | 1.21 CHF | 100'000 | 100'000 | 94'458 | 94'458 | 113'551 CHF | 114'579 CHF | 99.47% | 99.47% |