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 | 1.18% | 0.84 CHF | 0.85 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 83'980 CHF | 84'980 CHF | 59.87% | 99.99% |
15.05.2024 | 1.21% | 0.84 CHF | 0.85 CHF | 100'000 | 100'000 | 99'063 | 99'063 | 82'283 CHF | 83'275 CHF | 100.00% | 100.00% |
14.05.2024 | 1.21% | 0.83 CHF | 0.84 CHF | 100'000 | 100'000 | 98'933 | 98'933 | 82'223 CHF | 83'214 CHF | 99.44% | 99.44% |
13.05.2024 | 1.21% | 0.83 CHF | 0.84 CHF | 100'000 | 100'000 | 99'062 | 99'062 | 82'349 CHF | 83'341 CHF | 100.00% | 100.00% |
10.05.2024 | 1.21% | 0.83 CHF | 0.84 CHF | 100'000 | 100'000 | 99'002 | 99'002 | 82'128 CHF | 83'119 CHF | 93.97% | 93.97% |
08.05.2024 | 1.23% | 0.82 CHF | 0.83 CHF | 100'000 | 100'000 | 99'059 | 99'059 | 80'560 CHF | 81'551 CHF | 100.00% | 100.00% |
07.05.2024 | 1.26% | 0.80 CHF | 0.81 CHF | 100'000 | 100'000 | 99'059 | 99'059 | 79'233 CHF | 80'225 CHF | 99.84% | 99.84% |
06.05.2024 | 1.24% | 0.80 CHF | 0.81 CHF | 100'000 | 100'000 | 99'053 | 99'053 | 79'933 CHF | 80'924 CHF | 99.11% | 99.11% |
03.05.2024 | 1.25% | 0.80 CHF | 0.81 CHF | 100'000 | 100'000 | 98'992 | 98'992 | 79'361 CHF | 80'352 CHF | 98.89% | 98.89% |
02.05.2024 | 1.26% | 0.80 CHF | 0.81 CHF | 100'000 | 100'000 | 99'062 | 99'062 | 79'250 CHF | 80'242 CHF | 100.00% | 100.00% |