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 | 1.69% | 1.88 CHF | 1.91 CHF | 100'000 | 100'000 | 66'505 | 66'505 | 120'192 CHF | 122'118 CHF | 96.38% | 96.38% |
15.05.2024 | 1.60% | 1.62 CHF | 1.65 CHF | 50'000 | 50'000 | 88'095 | 88'095 | 143'336 CHF | 145'553 CHF | 95.81% | 95.81% |
14.05.2024 | 1.49% | 1.61 CHF | 1.63 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 156'795 CHF | 159'151 CHF | 95.09% | 95.09% |
13.05.2024 | 1.44% | 1.64 CHF | 1.66 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 166'253 CHF | 168'657 CHF | 95.20% | 95.20% |
10.05.2024 | 1.40% | 1.69 CHF | 1.71 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 168'045 CHF | 170'409 CHF | 98.55% | 98.55% |
08.05.2024 | 1.44% | 1.67 CHF | 1.69 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 163'718 CHF | 166'093 CHF | 98.78% | 98.78% |
07.05.2024 | 1.44% | 1.59 CHF | 1.62 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 156'218 CHF | 158'477 CHF | 95.92% | 95.92% |
06.05.2024 | 1.55% | 1.49 CHF | 1.51 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 146'983 CHF | 149'274 CHF | 96.34% | 96.34% |
03.05.2024 | 1.07% | 1.37 CHF | 1.38 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 140'000 CHF | 141'504 CHF | 97.16% | 97.16% |
02.05.2024 | 1.10% | 1.40 CHF | 1.41 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 142'799 CHF | 144'380 CHF | 98.46% | 98.46% |