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 | 2.89% | 0.74 CHF | 0.75 CHF | 100'000 | 100'000 | 84'235 | 84'235 | 62'419 CHF | 63'497 CHF | 99.01% | 99.01% |
15.05.2024 | 3.89% | 0.72 CHF | 0.79 CHF | 20'000 | 20'000 | 73'338 | 73'338 | 57'001 CHF | 58'133 CHF | 97.79% | 97.79% |
14.05.2024 | 1.32% | 0.79 CHF | 0.80 CHF | 100'000 | 100'000 | 98'949 | 98'949 | 80'277 CHF | 81'283 CHF | 97.51% | 97.51% |
13.05.2024 | 1.35% | 0.82 CHF | 0.83 CHF | 100'000 | 100'000 | 98'506 | 98'506 | 80'762 CHF | 81'769 CHF | 99.99% | 99.99% |
10.05.2024 | 1.20% | 0.84 CHF | 0.85 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 83'182 CHF | 84'182 CHF | 96.59% | 96.59% |
08.05.2024 | 1.15% | 0.86 CHF | 0.87 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 86'281 CHF | 87'281 CHF | 100.00% | 100.00% |
07.05.2024 | 1.18% | 0.83 CHF | 0.84 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 84'161 CHF | 85'161 CHF | 99.95% | 99.95% |
06.05.2024 | 1.90% | 0.83 CHF | 0.84 CHF | 100'000 | 100'000 | 92'150 | 92'150 | 76'965 CHF | 78'004 CHF | 100.00% | 100.00% |
03.05.2024 | 2.41% | 0.84 CHF | 0.85 CHF | 100'000 | 100'000 | 85'935 | 85'935 | 73'871 CHF | 74'940 CHF | 97.33% | 97.33% |
02.05.2024 | 1.53% | 0.92 CHF | 0.93 CHF | 100'000 | 100'000 | 94'458 | 94'458 | 85'893 CHF | 86'920 CHF | 99.47% | 99.47% |