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 | 1.34% | 0.74 CHF | 0.75 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 73'949 CHF | 74'949 CHF | 100.00% | 100.00% |
16.05.2024 | 1.24% | 0.79 CHF | 0.80 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 80'240 CHF | 81'240 CHF | 98.70% | 98.70% |
15.05.2024 | 1.36% | 0.77 CHF | 0.78 CHF | 100'000 | 100'000 | 99'440 | 99'243 | 73'970 CHF | 74'825 CHF | 98.95% | 98.95% |
14.05.2024 | 1.37% | 0.75 CHF | 0.76 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 72'384 CHF | 73'384 CHF | 99.99% | 99.99% |
13.05.2024 | 1.38% | 0.72 CHF | 0.73 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 71'960 CHF | 72'960 CHF | 100.00% | 100.00% |
10.05.2024 | 1.36% | 0.72 CHF | 0.73 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 73'222 CHF | 74'222 CHF | 100.00% | 100.00% |
08.05.2024 | 1.43% | 0.71 CHF | 0.72 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 69'643 CHF | 70'643 CHF | 98.75% | 98.75% |
07.05.2024 | 1.54% | 0.67 CHF | 0.68 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 64'434 CHF | 65'434 CHF | 98.62% | 98.62% |
06.05.2024 | 1.56% | 0.64 CHF | 0.65 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 63'612 CHF | 64'612 CHF | 99.54% | 99.54% |
03.05.2024 | 1.71% | 0.61 CHF | 0.62 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 58'140 CHF | 59'140 CHF | 97.36% | 97.36% |