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 | 1.30% | 0.78 CHF | 0.79 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 76'450 CHF | 77'450 CHF | 99.30% | 99.30% |
15.05.2024 | 1.37% | 0.74 CHF | 0.75 CHF | 100'000 | 100'000 | 99'449 | 99'257 | 72'153 CHF | 73'006 CHF | 98.85% | 98.85% |
14.05.2024 | 1.34% | 0.76 CHF | 0.77 CHF | 100'000 | 100'000 | 98'769 | 98'769 | 74'524 CHF | 75'521 CHF | 99.86% | 99.86% |
13.05.2024 | 1.38% | 0.72 CHF | 0.73 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 71'885 CHF | 72'885 CHF | 100.00% | 100.00% |
10.05.2024 | 1.34% | 0.73 CHF | 0.74 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 74'167 CHF | 75'167 CHF | 100.00% | 100.00% |
08.05.2024 | 1.38% | 0.72 CHF | 0.73 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 72'004 CHF | 73'004 CHF | 100.00% | 100.00% |
07.05.2024 | 1.42% | 0.71 CHF | 0.72 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 69'947 CHF | 70'947 CHF | 98.16% | 98.16% |
06.05.2024 | 1.38% | 0.70 CHF | 0.71 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 71'770 CHF | 72'770 CHF | 100.00% | 100.00% |
03.05.2024 | 1.30% | 0.73 CHF | 0.74 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 76'502 CHF | 77'502 CHF | 98.58% | 98.58% |
02.05.2024 | 1.48% | 0.67 CHF | 0.68 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 67'041 CHF | 68'041 CHF | 96.10% | 96.10% |