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 | 2.70% | 0.81 CHF | 0.82 CHF | 100'000 | 100'000 | 84'234 | 84'234 | 66'528 CHF | 67'607 CHF | 99.00% | 99.00% |
15.05.2024 | 3.69% | 0.77 CHF | 0.84 CHF | 20'000 | 20'000 | 73'193 | 73'193 | 59'527 CHF | 60'662 CHF | 98.05% | 98.05% |
14.05.2024 | 1.28% | 0.83 CHF | 0.84 CHF | 100'000 | 100'000 | 98'953 | 98'953 | 82'871 CHF | 83'876 CHF | 97.88% | 97.88% |
13.05.2024 | 1.33% | 0.84 CHF | 0.85 CHF | 100'000 | 100'000 | 98'506 | 98'506 | 81'513 CHF | 82'520 CHF | 99.99% | 99.99% |
10.05.2024 | 1.20% | 0.83 CHF | 0.84 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 83'113 CHF | 84'113 CHF | 95.51% | 95.51% |
08.05.2024 | 1.17% | 0.85 CHF | 0.86 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 84'951 CHF | 85'951 CHF | 99.99% | 99.99% |
07.05.2024 | 1.19% | 0.83 CHF | 0.84 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 83'421 CHF | 84'421 CHF | 99.92% | 99.92% |
06.05.2024 | 1.94% | 0.82 CHF | 0.83 CHF | 100'000 | 100'000 | 92'150 | 92'150 | 74'916 CHF | 75'955 CHF | 99.99% | 99.99% |
03.05.2024 | 2.50% | 0.81 CHF | 0.82 CHF | 100'000 | 100'000 | 85'890 | 85'890 | 71'198 CHF | 72'269 CHF | 97.42% | 97.42% |
02.05.2024 | 1.59% | 0.89 CHF | 0.90 CHF | 100'000 | 100'000 | 94'455 | 94'455 | 83'618 CHF | 84'646 CHF | 99.47% | 99.47% |