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 | 0.95% | 1.05 CHF | 1.06 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 104'566 CHF | 105'566 CHF | 99.91% | 99.91% |
15.05.2024 | 0.91% | 1.05 CHF | 1.06 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 109'002 CHF | 110'002 CHF | 100.00% | 100.00% |
14.05.2024 | 0.86% | 1.13 CHF | 1.14 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 115'435 CHF | 116'435 CHF | 99.76% | 99.76% |
13.05.2024 | 0.85% | 1.16 CHF | 1.17 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 116'515 CHF | 117'515 CHF | 100.00% | 100.00% |
10.05.2024 | 0.84% | 1.20 CHF | 1.21 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 118'150 CHF | 119'150 CHF | 100.00% | 100.00% |
08.05.2024 | 0.81% | 1.22 CHF | 1.23 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 122'705 CHF | 123'705 CHF | 96.88% | 96.88% |
07.05.2024 | 0.85% | 1.16 CHF | 1.17 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 116'982 CHF | 117'982 CHF | 99.83% | 99.83% |
06.05.2024 | 0.88% | 1.15 CHF | 1.16 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 113'760 CHF | 114'760 CHF | 99.76% | 99.76% |
03.05.2024 | 0.86% | 1.17 CHF | 1.18 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 115'712 CHF | 116'712 CHF | 99.98% | 99.98% |
02.05.2024 | 0.82% | 1.23 CHF | 1.24 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 121'216 CHF | 122'216 CHF | 100.00% | 100.00% |