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 | 1.28% | 0.77 CHF | 0.78 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 77'757 CHF | 78'757 CHF | 99.99% | 99.99% |
16.05.2024 | 2.65% | 0.81 CHF | 0.82 CHF | 100'000 | 100'000 | 84'234 | 84'234 | 69'530 CHF | 70'608 CHF | 99.00% | 99.00% |
15.05.2024 | 3.61% | 0.79 CHF | 0.86 CHF | 20'000 | 20'000 | 73'193 | 73'193 | 61'180 CHF | 62'313 CHF | 98.05% | 98.05% |
14.05.2024 | 1.27% | 0.83 CHF | 0.84 CHF | 100'000 | 100'000 | 98'952 | 98'952 | 83'387 CHF | 84'392 CHF | 97.80% | 97.80% |
13.05.2024 | 1.28% | 0.85 CHF | 0.86 CHF | 100'000 | 100'000 | 98'506 | 98'506 | 85'079 CHF | 86'087 CHF | 99.99% | 99.99% |
10.05.2024 | 1.14% | 0.88 CHF | 0.89 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 87'470 CHF | 88'470 CHF | 98.68% | 98.68% |
08.05.2024 | 1.12% | 0.89 CHF | 0.90 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 88'427 CHF | 89'427 CHF | 100.00% | 100.00% |
07.05.2024 | 1.13% | 0.88 CHF | 0.89 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 88'343 CHF | 89'343 CHF | 99.95% | 99.95% |
06.05.2024 | 1.75% | 0.89 CHF | 0.90 CHF | 100'000 | 100'000 | 92'150 | 92'150 | 83'154 CHF | 84'193 CHF | 99.99% | 99.99% |
03.05.2024 | 2.23% | 0.92 CHF | 0.93 CHF | 100'000 | 100'000 | 86'077 | 86'077 | 78'380 CHF | 79'449 CHF | 97.15% | 97.15% |