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 | 2.09% | 1.52 CHF | 1.54 CHF | 100'000 | 100'000 | 66'505 | 66'505 | 96'089 CHF | 97'989 CHF | 96.38% | 96.38% |
15.05.2024 | 1.27% | 1.26 CHF | 1.29 CHF | 50'000 | 50'000 | 88'095 | 88'095 | 112'203 CHF | 113'545 CHF | 95.81% | 95.81% |
14.05.2024 | 1.07% | 1.26 CHF | 1.27 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 121'929 CHF | 123'243 CHF | 95.09% | 95.09% |
13.05.2024 | 1.10% | 1.29 CHF | 1.30 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 130'782 CHF | 132'227 CHF | 95.20% | 95.20% |
10.05.2024 | 0.99% | 1.33 CHF | 1.34 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 132'606 CHF | 133'931 CHF | 98.55% | 98.55% |
08.05.2024 | 1.03% | 1.31 CHF | 1.33 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 128'628 CHF | 129'963 CHF | 98.78% | 98.78% |
07.05.2024 | 1.19% | 1.25 CHF | 1.26 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 121'537 CHF | 122'996 CHF | 96.54% | 96.54% |
06.05.2024 | 1.22% | 1.15 CHF | 1.16 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 113'046 CHF | 114'435 CHF | 96.34% | 96.34% |
03.05.2024 | 1.21% | 1.04 CHF | 1.05 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 106'712 CHF | 108'012 CHF | 97.81% | 97.81% |
02.05.2024 | 1.22% | 1.07 CHF | 1.08 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 109'422 CHF | 110'764 CHF | 99.36% | 99.36% |