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 | 1.20% | 0.82 CHF | 0.83 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 82'664 CHF | 83'664 CHF | 99.77% | 99.77% |
15.05.2024 | 1.24% | 0.81 CHF | 0.82 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 80'357 CHF | 81'357 CHF | 100.00% | 100.00% |
14.05.2024 | 1.24% | 0.80 CHF | 0.81 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 80'038 CHF | 81'038 CHF | 100.00% | 100.00% |
13.05.2024 | 1.23% | 0.81 CHF | 0.82 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 80'997 CHF | 81'997 CHF | 100.00% | 100.00% |
10.05.2024 | 1.21% | 0.83 CHF | 0.84 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 82'442 CHF | 83'442 CHF | 100.00% | 100.00% |
08.05.2024 | 1.17% | 0.85 CHF | 0.86 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 84'923 CHF | 85'923 CHF | 100.00% | 100.00% |
07.05.2024 | 1.17% | 0.85 CHF | 0.86 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 84'878 CHF | 85'878 CHF | 99.75% | 99.75% |
06.05.2024 | 1.16% | 0.85 CHF | 0.86 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 85'924 CHF | 86'924 CHF | 99.51% | 99.51% |
03.05.2024 | 1.14% | 0.87 CHF | 0.88 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 87'321 CHF | 88'321 CHF | 99.72% | 99.72% |
02.05.2024 | 1.12% | 0.89 CHF | 0.90 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 88'633 CHF | 89'633 CHF | 100.00% | 100.00% |