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 | 1.86% | 1.18 CHF | 1.19 CHF | 100'000 | 100'000 | 84'234 | 84'234 | 97'342 CHF | 98'421 CHF | 99.00% | 99.00% |
15.05.2024 | 2.55% | 1.14 CHF | 1.21 CHF | 20'000 | 20'000 | 73'193 | 73'193 | 86'244 CHF | 87'378 CHF | 98.05% | 98.05% |
14.05.2024 | 0.89% | 1.19 CHF | 1.20 CHF | 100'000 | 100'000 | 98'952 | 98'952 | 119'233 CHF | 120'238 CHF | 97.85% | 97.85% |
13.05.2024 | 0.93% | 1.20 CHF | 1.21 CHF | 100'000 | 100'000 | 98'506 | 98'506 | 117'687 CHF | 118'695 CHF | 99.99% | 99.99% |
10.05.2024 | 0.83% | 1.20 CHF | 1.21 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 119'795 CHF | 120'795 CHF | 98.67% | 98.67% |
08.05.2024 | 0.82% | 1.22 CHF | 1.23 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 121'638 CHF | 122'638 CHF | 99.99% | 99.99% |
07.05.2024 | 0.83% | 1.20 CHF | 1.21 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 120'101 CHF | 121'101 CHF | 99.95% | 99.95% |
06.05.2024 | 1.34% | 1.19 CHF | 1.20 CHF | 100'000 | 100'000 | 92'150 | 92'150 | 108'612 CHF | 109'651 CHF | 99.99% | 99.99% |
03.05.2024 | 1.72% | 1.17 CHF | 1.18 CHF | 100'000 | 100'000 | 86'032 | 86'032 | 102'858 CHF | 103'928 CHF | 97.19% | 97.19% |
02.05.2024 | 1.12% | 1.26 CHF | 1.27 CHF | 100'000 | 100'000 | 94'456 | 94'456 | 118'190 CHF | 119'218 CHF | 99.47% | 99.47% |