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 | 1.29% | 1.66 CHF | 1.68 CHF | 100'000 | 100'000 | 66'505 | 66'505 | 105'974 CHF | 107'229 CHF | 96.38% | 96.38% |
15.05.2024 | 1.13% | 1.43 CHF | 1.45 CHF | 50'000 | 50'000 | 88'095 | 88'095 | 126'702 CHF | 128'051 CHF | 95.81% | 95.81% |
14.05.2024 | 0.96% | 1.43 CHF | 1.44 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 138'898 CHF | 140'231 CHF | 95.09% | 95.09% |
13.05.2024 | 0.93% | 1.45 CHF | 1.47 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 147'054 CHF | 148'432 CHF | 95.20% | 95.20% |
10.05.2024 | 0.92% | 1.49 CHF | 1.50 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 148'492 CHF | 149'859 CHF | 98.55% | 98.55% |
08.05.2024 | 0.90% | 1.47 CHF | 1.48 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 144'722 CHF | 146'037 CHF | 98.78% | 98.78% |
07.05.2024 | 0.92% | 1.41 CHF | 1.42 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 138'873 CHF | 140'158 CHF | 96.45% | 96.45% |
06.05.2024 | 1.04% | 1.33 CHF | 1.34 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 130'982 CHF | 132'347 CHF | 96.34% | 96.34% |
03.05.2024 | 1.07% | 1.22 CHF | 1.24 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 125'116 CHF | 126'459 CHF | 97.76% | 97.76% |
02.05.2024 | 1.00% | 1.26 CHF | 1.27 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 127'946 CHF | 129'235 CHF | 98.35% | 98.35% |