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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 1.19% | 1.17 CHF | 1.19 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 118'558 CHF | 119'972 CHF | 99.90% | 99.90% |
16.05.2024 | 2.02% | 1.11 CHF | 1.12 CHF | 100'000 | 100'000 | 66'229 | 66'229 | 67'881 CHF | 69'141 CHF | 99.26% | 99.26% |
15.05.2024 | 1.95% | 0.82 CHF | 0.84 CHF | 50'000 | 50'000 | 88'655 | 88'450 | 73'335 CHF | 74'504 CHF | 98.76% | 98.76% |
14.05.2024 | 1.68% | 0.81 CHF | 0.83 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 76'341 CHF | 77'635 CHF | 99.44% | 99.44% |
13.05.2024 | 1.63% | 0.85 CHF | 0.86 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 86'699 CHF | 88'117 CHF | 100.00% | 100.00% |
10.05.2024 | 1.54% | 0.90 CHF | 0.91 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 88'972 CHF | 90'351 CHF | 100.00% | 100.00% |
08.05.2024 | 1.61% | 0.87 CHF | 0.88 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 84'166 CHF | 85'530 CHF | 100.00% | 100.00% |
07.05.2024 | 1.71% | 0.79 CHF | 0.81 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 75'629 CHF | 76'931 CHF | 96.97% | 96.97% |
06.05.2024 | 1.95% | 0.67 CHF | 0.69 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 65'286 CHF | 66'568 CHF | 100.00% | 100.00% |
03.05.2024 | 2.25% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 57'081 CHF | 58'378 CHF | 97.30% | 97.30% |