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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 0.63% | 1.68 CHF | 1.69 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 165'422 CHF | 166'472 CHF | 100.00% | 100.00% |
16.05.2024 | 1.11% | 1.56 CHF | 1.57 CHF | 100'000 | 100'000 | 66'238 | 66'238 | 101'689 CHF | 102'718 CHF | 98.89% | 98.89% |
15.05.2024 | 0.97% | 1.35 CHF | 1.37 CHF | 50'000 | 50'000 | 88'951 | 88'951 | 120'117 CHF | 121'199 CHF | 98.58% | 98.58% |
14.05.2024 | 0.75% | 1.33 CHF | 1.34 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 132'554 CHF | 133'555 CHF | 92.95% | 92.95% |
13.05.2024 | 0.72% | 1.41 CHF | 1.42 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 142'357 CHF | 143'383 CHF | 95.75% | 95.75% |
10.05.2024 | 0.71% | 1.45 CHF | 1.46 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 143'460 CHF | 144'481 CHF | 99.52% | 99.52% |
08.05.2024 | 0.75% | 1.35 CHF | 1.36 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 132'768 CHF | 133'772 CHF | 98.96% | 98.96% |
07.05.2024 | 0.79% | 1.29 CHF | 1.30 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 128'088 CHF | 129'108 CHF | 95.68% | 95.68% |
06.05.2024 | 0.80% | 1.26 CHF | 1.27 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 123'909 CHF | 124'909 CHF | 94.73% | 94.73% |
03.05.2024 | 0.83% | 1.18 CHF | 1.19 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 119'982 CHF | 120'982 CHF | 95.69% | 95.69% |