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 | 4.38% | 0.23 CHF | 0.24 CHF | 100'000 | 100'000 | 99'061 | 99'061 | 22'380 CHF | 23'372 CHF | 100.00% | 100.00% |
15.05.2024 | 4.79% | 0.21 CHF | 0.22 CHF | 100'000 | 100'000 | 99'063 | 99'063 | 20'377 CHF | 21'369 CHF | 100.00% | 100.00% |
14.05.2024 | 4.45% | 0.22 CHF | 0.23 CHF | 100'000 | 100'000 | 99'409 | 99'409 | 22'015 CHF | 23'010 CHF | 98.86% | 98.86% |
13.05.2024 | 4.85% | 0.20 CHF | 0.21 CHF | 100'000 | 100'000 | 99'057 | 99'057 | 20'175 CHF | 21'167 CHF | 100.00% | 100.00% |
10.05.2024 | 4.70% | 0.20 CHF | 0.21 CHF | 100'000 | 100'000 | 99'158 | 99'158 | 20'803 CHF | 21'796 CHF | 99.48% | 99.48% |
08.05.2024 | 4.92% | 0.20 CHF | 0.21 CHF | 100'000 | 100'000 | 99'360 | 99'360 | 19'846 CHF | 20'840 CHF | 99.80% | 99.80% |
07.05.2024 | 5.20% | 0.19 CHF | 0.20 CHF | 100'000 | 100'000 | 98'948 | 98'948 | 18'749 CHF | 19'739 CHF | 99.77% | 99.77% |
06.05.2024 | 4.96% | 0.19 CHF | 0.20 CHF | 100'000 | 100'000 | 98'742 | 98'742 | 19'680 CHF | 20'669 CHF | 83.77% | 98.62% |
03.05.2024 | 4.39% | 0.20 CHF | 0.21 CHF | 100'000 | 100'000 | 99'798 | 99'798 | 22'338 CHF | 23'336 CHF | 96.31% | 96.31% |
02.05.2024 | 5.59% | 0.17 CHF | 0.18 CHF | 100'000 | 100'000 | 99'546 | 99'546 | 17'429 CHF | 18'425 CHF | 98.70% | 98.70% |