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 | 3.36% | 0.64 CHF | 0.65 CHF | 100'000 | 100'000 | 84'234 | 84'234 | 55'218 CHF | 56'297 CHF | 99.00% | 99.00% |
15.05.2024 | 4.67% | 0.62 CHF | 0.69 CHF | 20'000 | 20'000 | 73'193 | 73'193 | 46'190 CHF | 47'324 CHF | 98.05% | 98.05% |
14.05.2024 | 1.75% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 98'953 | 98'953 | 60'702 CHF | 61'707 CHF | 97.88% | 97.88% |
13.05.2024 | 1.77% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 98'506 | 98'506 | 61'534 CHF | 62'541 CHF | 99.99% | 99.99% |
10.05.2024 | 1.58% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 62'644 CHF | 63'644 CHF | 91.01% | 91.01% |
08.05.2024 | 1.62% | 0.61 CHF | 0.62 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 61'183 CHF | 62'183 CHF | 99.99% | 99.99% |
07.05.2024 | 1.58% | 0.63 CHF | 0.64 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 62'882 CHF | 63'882 CHF | 99.95% | 99.95% |
06.05.2024 | 2.41% | 0.64 CHF | 0.65 CHF | 100'000 | 100'000 | 92'150 | 92'150 | 60'000 CHF | 61'039 CHF | 99.99% | 99.99% |
03.05.2024 | 3.13% | 0.66 CHF | 0.67 CHF | 100'000 | 100'000 | 85'895 | 85'895 | 54'837 CHF | 55'907 CHF | 97.41% | 97.41% |
02.05.2024 | 2.01% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 97'516 | 97'516 | 57'173 CHF | 58'186 CHF | 95.54% | 95.54% |