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 | 1.40% | 0.71 CHF | 0.72 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 70'975 CHF | 71'975 CHF | 87.32% | 87.32% |
15.05.2024 | 1.49% | 0.71 CHF | 0.72 CHF | 100'000 | 100'000 | 99'802 | 99'752 | 67'053 CHF | 68'026 CHF | 97.11% | 97.11% |
14.05.2024 | 1.44% | 0.68 CHF | 0.69 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 68'959 CHF | 69'959 CHF | 98.56% | 98.56% |
13.05.2024 | 1.43% | 0.68 CHF | 0.69 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 69'277 CHF | 70'277 CHF | 96.50% | 96.50% |
10.05.2024 | 1.47% | 0.69 CHF | 0.70 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 67'691 CHF | 68'691 CHF | 98.02% | 98.02% |
08.05.2024 | 1.63% | 0.64 CHF | 0.65 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 60'927 CHF | 61'927 CHF | 99.74% | 99.74% |
07.05.2024 | 1.84% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 53'772 CHF | 54'772 CHF | 90.72% | 90.72% |
06.05.2024 | 1.74% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 56'962 CHF | 57'962 CHF | 97.92% | 97.92% |
03.05.2024 | 1.77% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'986 CHF | 56'986 CHF | 97.83% | 97.83% |
02.05.2024 | 1.81% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 54'877 CHF | 55'877 CHF | 99.41% | 99.41% |