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 | 2.02% | 0.85 CHF | 0.87 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 83'796 CHF | 85'502 CHF | 99.30% | 99.30% |
15.05.2024 | 2.16% | 0.80 CHF | 0.82 CHF | 100'000 | 100'000 | 99'241 | 99'241 | 78'396 CHF | 80'103 CHF | 98.84% | 98.84% |
14.05.2024 | 2.11% | 0.83 CHF | 0.85 CHF | 100'000 | 100'000 | 98'769 | 98'769 | 81'679 CHF | 83'394 CHF | 99.86% | 99.86% |
13.05.2024 | 2.15% | 0.78 CHF | 0.80 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 78'389 CHF | 80'089 CHF | 100.00% | 100.00% |
10.05.2024 | 2.11% | 0.79 CHF | 0.81 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 80'972 CHF | 82'699 CHF | 100.00% | 100.00% |
08.05.2024 | 2.11% | 0.79 CHF | 0.81 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 78'441 CHF | 80'116 CHF | 100.00% | 100.00% |
07.05.2024 | 2.14% | 0.77 CHF | 0.78 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 76'188 CHF | 77'836 CHF | 98.78% | 98.78% |
06.05.2024 | 2.15% | 0.77 CHF | 0.78 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 78'237 CHF | 79'936 CHF | 100.00% | 100.00% |
03.05.2024 | 1.91% | 0.79 CHF | 0.81 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 83'415 CHF | 85'023 CHF | 98.32% | 98.32% |
02.05.2024 | 2.13% | 0.73 CHF | 0.74 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 72'944 CHF | 74'515 CHF | 98.78% | 98.78% |