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 | 0.96% | 1.02 CHF | 1.03 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 104'030 CHF | 105'030 CHF | 99.34% | 99.34% |
15.05.2024 | 0.96% | 1.08 CHF | 1.09 CHF | 100'000 | 100'000 | 99'236 | 99'236 | 104'163 CHF | 105'163 CHF | 98.95% | 98.95% |
14.05.2024 | 1.14% | 1.00 CHF | 1.01 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 94'834 CHF | 95'923 CHF | 99.95% | 99.95% |
13.05.2024 | 1.04% | 0.94 CHF | 0.95 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 95'891 CHF | 96'891 CHF | 99.36% | 99.36% |
10.05.2024 | 1.21% | 0.88 CHF | 0.89 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 82'663 CHF | 83'663 CHF | 100.00% | 100.00% |
08.05.2024 | 1.28% | 0.76 CHF | 0.77 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 77'698 CHF | 78'698 CHF | 100.00% | 100.00% |
07.05.2024 | 2.03% | 0.90 CHF | 0.91 CHF | 100'000 | 100'000 | 54'740 | 54'740 | 50'583 CHF | 51'583 CHF | 94.40% | 94.40% |
06.05.2024 | 2.72% | 0.40 CHF | 0.41 CHF | 130'000 | 100'000 | 142'546 | 100'000 | 51'598 CHF | 37'313 CHF | 98.68% | 98.68% |
03.05.2024 | 3.43% | 0.31 CHF | 0.32 CHF | 170'000 | 100'000 | 179'243 | 100'000 | 51'367 CHF | 29'699 CHF | 98.00% | 98.00% |
02.05.2024 | 3.54% | 0.23 CHF | 0.28 CHF | 220'000 | 100'000 | 182'529 | 100'000 | 50'628 CHF | 28'747 CHF | 9.62% | 85.86% |