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 | 2.51% | 0.86 CHF | 0.87 CHF | 100'000 | 100'000 | 84'234 | 84'234 | 73'810 CHF | 74'889 CHF | 99.00% | 99.00% |
15.05.2024 | 3.48% | 0.84 CHF | 0.91 CHF | 20'000 | 20'000 | 73'193 | 73'193 | 62'361 CHF | 63'495 CHF | 98.05% | 98.05% |
14.05.2024 | 1.29% | 0.85 CHF | 0.86 CHF | 100'000 | 100'000 | 98'951 | 98'951 | 82'538 CHF | 83'543 CHF | 97.71% | 97.71% |
13.05.2024 | 1.31% | 0.84 CHF | 0.85 CHF | 100'000 | 100'000 | 98'506 | 98'506 | 83'300 CHF | 84'307 CHF | 99.99% | 99.99% |
10.05.2024 | 1.17% | 0.85 CHF | 0.86 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 84'776 CHF | 85'776 CHF | 95.45% | 95.45% |
08.05.2024 | 1.19% | 0.83 CHF | 0.84 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 83'280 CHF | 84'280 CHF | 99.99% | 99.99% |
07.05.2024 | 1.17% | 0.85 CHF | 0.86 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 84'969 CHF | 85'969 CHF | 99.96% | 99.96% |
06.05.2024 | 1.81% | 0.87 CHF | 0.88 CHF | 100'000 | 100'000 | 92'150 | 92'150 | 80'388 CHF | 81'427 CHF | 99.99% | 99.99% |
03.05.2024 | 2.32% | 0.88 CHF | 0.89 CHF | 100'000 | 100'000 | 86'183 | 86'183 | 74'102 CHF | 75'171 CHF | 96.98% | 96.98% |
02.05.2024 | 1.75% | 0.80 CHF | 0.81 CHF | 100'000 | 100'000 | 94'455 | 94'455 | 76'277 CHF | 77'305 CHF | 99.47% | 99.47% |