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 | 1.17% | 0.84 CHF | 0.85 CHF | 100'000 | 100'000 | 99'065 | 99'065 | 84'837 CHF | 85'829 CHF | 100.00% | 100.00% |
15.05.2024 | 1.15% | 0.89 CHF | 0.90 CHF | 100'000 | 100'000 | 99'063 | 99'063 | 86'304 CHF | 87'296 CHF | 100.00% | 100.00% |
14.05.2024 | 1.27% | 0.83 CHF | 0.84 CHF | 100'000 | 100'000 | 98'961 | 98'961 | 78'190 CHF | 79'181 CHF | 99.42% | 99.42% |
13.05.2024 | 1.26% | 0.79 CHF | 0.80 CHF | 100'000 | 100'000 | 99'057 | 99'057 | 79'032 CHF | 80'024 CHF | 100.00% | 100.00% |
10.05.2024 | 1.43% | 0.74 CHF | 0.75 CHF | 100'000 | 100'000 | 99'032 | 99'064 | 69'670 CHF | 70'685 CHF | 100.00% | 100.00% |
08.05.2024 | 1.48% | 0.66 CHF | 0.67 CHF | 100'000 | 100'000 | 99'422 | 99'366 | 67'307 CHF | 68'263 CHF | 92.15% | 92.15% |
07.05.2024 | 1.24% | 0.79 CHF | 0.80 CHF | 100'000 | 100'000 | 99'012 | 99'012 | 80'261 CHF | 81'252 CHF | 94.53% | 94.53% |
06.05.2024 | - | 0.37 CHF | - CHF | 100'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.47% |
03.05.2024 | - | 0.30 CHF | - CHF | 100'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.69% |
02.05.2024 | - | 0.24 CHF | - CHF | 100'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.58% |