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 | 2.98% | 0.72 CHF | 0.73 CHF | 100'000 | 100'000 | 84'234 | 84'234 | 62'374 CHF | 63'453 CHF | 99.00% | 99.00% |
15.05.2024 | 4.13% | 0.70 CHF | 0.77 CHF | 20'000 | 20'000 | 73'193 | 73'193 | 52'481 CHF | 53'615 CHF | 98.05% | 98.05% |
14.05.2024 | 1.53% | 0.71 CHF | 0.72 CHF | 100'000 | 100'000 | 98'953 | 98'953 | 69'098 CHF | 70'103 CHF | 97.88% | 97.88% |
13.05.2024 | 1.56% | 0.70 CHF | 0.71 CHF | 100'000 | 100'000 | 98'506 | 98'506 | 69'890 CHF | 70'898 CHF | 99.99% | 99.99% |
10.05.2024 | 1.40% | 0.71 CHF | 0.72 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 71'136 CHF | 72'136 CHF | 97.07% | 97.07% |
08.05.2024 | 1.42% | 0.70 CHF | 0.71 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 69'723 CHF | 70'723 CHF | 99.99% | 99.99% |
07.05.2024 | 1.39% | 0.72 CHF | 0.73 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 71'375 CHF | 72'375 CHF | 99.96% | 99.96% |
06.05.2024 | 2.14% | 0.73 CHF | 0.74 CHF | 100'000 | 100'000 | 92'150 | 92'150 | 67'709 CHF | 68'749 CHF | 99.99% | 99.99% |
03.05.2024 | 2.74% | 0.75 CHF | 0.76 CHF | 100'000 | 100'000 | 86'180 | 86'180 | 62'334 CHF | 63'403 CHF | 96.67% | 96.67% |
02.05.2024 | 2.10% | 0.66 CHF | 0.67 CHF | 100'000 | 100'000 | 94'455 | 94'455 | 63'366 CHF | 64'394 CHF | 99.47% | 99.47% |