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 | 1.95% | 1.11 CHF | 1.12 CHF | 100'000 | 100'000 | 84'234 | 84'234 | 94'932 CHF | 96'011 CHF | 99.00% | 99.00% |
15.05.2024 | 2.70% | 1.09 CHF | 1.16 CHF | 20'000 | 20'000 | 73'193 | 73'193 | 80'774 CHF | 81'908 CHF | 98.05% | 98.05% |
14.05.2024 | 0.99% | 1.10 CHF | 1.11 CHF | 100'000 | 100'000 | 98'952 | 98'952 | 107'348 CHF | 108'354 CHF | 97.85% | 97.85% |
13.05.2024 | 1.01% | 1.09 CHF | 1.10 CHF | 100'000 | 100'000 | 98'506 | 98'506 | 108'031 CHF | 109'038 CHF | 99.99% | 99.99% |
10.05.2024 | 0.91% | 1.10 CHF | 1.11 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 109'913 CHF | 110'913 CHF | 96.63% | 96.63% |
08.05.2024 | 0.92% | 1.08 CHF | 1.09 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 108'426 CHF | 109'426 CHF | 99.99% | 99.99% |
07.05.2024 | 0.90% | 1.11 CHF | 1.12 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 110'176 CHF | 111'176 CHF | 99.95% | 99.95% |
06.05.2024 | 1.41% | 1.12 CHF | 1.13 CHF | 100'000 | 100'000 | 92'150 | 92'150 | 103'523 CHF | 104'563 CHF | 99.99% | 99.99% |
03.05.2024 | 1.79% | 1.14 CHF | 1.15 CHF | 100'000 | 100'000 | 86'422 | 86'422 | 96'036 CHF | 97'104 CHF | 96.59% | 96.59% |
02.05.2024 | 1.33% | 1.05 CHF | 1.06 CHF | 100'000 | 100'000 | 94'455 | 94'455 | 100'034 CHF | 101'061 CHF | 99.47% | 99.47% |