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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24.05.2024 | 0.59% | 1.40 CHF | 1.41 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 169'731 CHF | 170'731 CHF | 100.00% | 100.00% |
23.05.2024 | 0.74% | 1.46 CHF | 1.47 CHF | 100'000 | 100'000 | 99'978 | 99'996 | 135'240 CHF | 136'267 CHF | 99.59% | 99.80% |
22.05.2024 | 0.61% | 1.56 CHF | 1.57 CHF | 100'000 | 100'000 | 100'000 | 99'940 | 162'772 CHF | 163'673 CHF | 100.00% | 100.00% |
21.05.2024 | 0.58% | 1.71 CHF | 1.72 CHF | 100'000 | 100'000 | 100'000 | 99'960 | 173'004 CHF | 173'935 CHF | 100.00% | 100.00% |
17.05.2024 | 0.53% | 1.89 CHF | 1.90 CHF | 100'000 | 100'000 | 99'958 | 100'000 | 188'829 CHF | 189'909 CHF | 100.00% | 100.00% |
16.05.2024 | 0.56% | 1.73 CHF | 1.74 CHF | 100'000 | 100'000 | 100'000 | 99'959 | 177'232 CHF | 178'159 CHF | 99.99% | 99.99% |
15.05.2024 | 0.44% | 2.00 CHF | 2.01 CHF | 100'000 | 100'000 | 100'000 | 99'999 | 226'861 CHF | 227'859 CHF | 97.33% | 97.33% |
14.05.2024 | 0.39% | 2.44 CHF | 2.45 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 254'139 CHF | 255'139 CHF | 97.92% | 97.92% |
13.05.2024 | 0.39% | 2.53 CHF | 2.54 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 254'152 CHF | 255'152 CHF | 100.00% | 100.00% |
10.05.2024 | 0.39% | 2.68 CHF | 2.69 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 258'897 CHF | 259'897 CHF | 100.00% | 100.00% |