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 | 1.50% | 0.64 CHF | 0.65 CHF | 100'000 | 100'000 | 92'850 | 92'847 | 61'243 CHF | 62'169 CHF | 97.93% | 97.93% |
15.05.2024 | 1.57% | 0.69 CHF | 0.70 CHF | 75'000 | 75'000 | 92'811 | 92'812 | 58'597 CHF | 59'526 CHF | 98.93% | 98.93% |
14.05.2024 | 1.89% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 103'737 | 103'735 | 54'208 CHF | 55'245 CHF | 98.73% | 98.73% |
13.05.2024 | 1.65% | 0.59 CHF | 0.60 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 60'052 CHF | 61'052 CHF | 99.94% | 99.94% |
10.05.2024 | 1.49% | 0.65 CHF | 0.66 CHF | 100'000 | 100'000 | 83'868 | 83'869 | 55'777 CHF | 56'617 CHF | 99.89% | 99.89% |
08.05.2024 | 1.53% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 95'583 | 95'584 | 61'940 CHF | 62'897 CHF | 99.94% | 99.94% |
07.05.2024 | 1.65% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 60'279 CHF | 61'279 CHF | 99.81% | 99.81% |
06.05.2024 | 1.63% | 0.59 CHF | 0.60 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 60'871 CHF | 61'871 CHF | 99.77% | 99.77% |
03.05.2024 | 1.63% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 60'861 CHF | 61'861 CHF | 99.22% | 99.22% |
02.05.2024 | 1.68% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 59'168 CHF | 60'168 CHF | 99.97% | 99.97% |