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 | 1.11% | 0.93 CHF | 0.94 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 93'917 CHF | 94'969 CHF | 97.20% | 97.20% |
15.05.2024 | 1.07% | 0.96 CHF | 0.97 CHF | 100'000 | 100'000 | 99'331 | 99'230 | 94'270 CHF | 95'180 CHF | 98.15% | 98.15% |
14.05.2024 | 1.13% | 0.92 CHF | 0.93 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 88'958 CHF | 89'968 CHF | 100.00% | 100.00% |
13.05.2024 | 1.11% | 0.89 CHF | 0.90 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 90'196 CHF | 91'202 CHF | 99.38% | 99.38% |
10.05.2024 | 1.20% | 0.86 CHF | 0.87 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 82'847 CHF | 83'847 CHF | 100.00% | 100.00% |
08.05.2024 | 1.24% | 0.79 CHF | 0.80 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 80'092 CHF | 81'092 CHF | 97.77% | 97.77% |
07.05.2024 | 2.03% | 0.88 CHF | 0.89 CHF | 100'000 | 100'000 | 54'803 | 54'803 | 49'100 CHF | 50'071 CHF | 92.08% | 92.08% |
06.05.2024 | 1.66% | 0.61 CHF | 0.62 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 59'739 CHF | 60'739 CHF | 98.68% | 98.68% |
03.05.2024 | 1.75% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 56'568 CHF | 57'568 CHF | 98.00% | 98.00% |
02.05.2024 | 1.80% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'143 CHF | 56'143 CHF | 85.86% | 85.86% |