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 | 0.78% | 1.27 CHF | 1.28 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 127'316 CHF | 128'316 CHF | 97.76% | 97.76% |
15.05.2024 | 0.83% | 1.27 CHF | 1.28 CHF | 100'000 | 100'000 | 99'757 | 99'757 | 121'242 CHF | 122'250 CHF | 98.90% | 98.90% |
14.05.2024 | 0.80% | 1.23 CHF | 1.24 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 124'142 CHF | 125'142 CHF | 99.50% | 99.50% |
13.05.2024 | 0.80% | 1.23 CHF | 1.24 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 124'305 CHF | 125'305 CHF | 99.81% | 99.81% |
10.05.2024 | 0.82% | 1.24 CHF | 1.25 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 122'071 CHF | 123'071 CHF | 100.00% | 100.00% |
08.05.2024 | 0.89% | 1.17 CHF | 1.18 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 112'109 CHF | 113'109 CHF | 100.00% | 100.00% |
07.05.2024 | 0.98% | 1.04 CHF | 1.05 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 101'075 CHF | 102'075 CHF | 96.44% | 96.44% |
06.05.2024 | 0.94% | 1.00 CHF | 1.01 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 106'442 CHF | 107'442 CHF | 100.00% | 100.00% |
03.05.2024 | 0.95% | 1.03 CHF | 1.04 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 104'700 CHF | 105'700 CHF | 97.93% | 97.93% |
02.05.2024 | 0.97% | 1.03 CHF | 1.04 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 103'144 CHF | 104'144 CHF | 99.40% | 99.40% |