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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 1.13% | 0.85 CHF | 0.86 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 87'789 CHF | 88'789 CHF | 99.48% | 99.48% |
22.05.2024 | 1.13% | 0.88 CHF | 0.89 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 87'739 CHF | 88'739 CHF | 96.65% | 96.65% |
21.05.2024 | 1.13% | 0.89 CHF | 0.90 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 88'361 CHF | 89'361 CHF | 100.00% | 100.00% |
17.05.2024 | 1.13% | 0.87 CHF | 0.88 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 88'004 CHF | 89'004 CHF | 100.00% | 100.00% |
16.05.2024 | 1.17% | 0.84 CHF | 0.85 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 85'113 CHF | 86'113 CHF | 99.35% | 99.35% |
15.05.2024 | 1.15% | 0.89 CHF | 0.90 CHF | 100'000 | 100'000 | 99'750 | 99'750 | 87'901 CHF | 88'912 CHF | 98.88% | 98.88% |
14.05.2024 | 1.15% | 0.89 CHF | 0.90 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 86'537 CHF | 87'537 CHF | 100.00% | 100.00% |
13.05.2024 | 1.17% | 0.85 CHF | 0.86 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 84'815 CHF | 85'815 CHF | 100.00% | 100.00% |
10.05.2024 | 1.23% | 0.83 CHF | 0.84 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 161'200 CHF | 163'200 CHF | 100.00% | 100.00% |
08.05.2024 | 1.32% | 0.75 CHF | 0.76 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 150'133 CHF | 152'133 CHF | 100.00% | 100.00% |