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 | 3.19% | 0.67 CHF | 0.68 CHF | 100'000 | 100'000 | 84'234 | 84'234 | 57'916 CHF | 58'994 CHF | 99.00% | 99.00% |
15.05.2024 | 4.33% | 0.65 CHF | 0.72 CHF | 20'000 | 20'000 | 73'193 | 73'193 | 50'962 CHF | 52'095 CHF | 98.05% | 98.05% |
14.05.2024 | 1.52% | 0.69 CHF | 0.70 CHF | 100'000 | 100'000 | 98'953 | 98'953 | 69'748 CHF | 70'753 CHF | 97.88% | 97.88% |
13.05.2024 | 1.52% | 0.71 CHF | 0.72 CHF | 100'000 | 100'000 | 98'506 | 98'506 | 71'492 CHF | 72'499 CHF | 99.99% | 99.99% |
10.05.2024 | 1.35% | 0.74 CHF | 0.75 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 73'709 CHF | 74'709 CHF | 96.40% | 96.40% |
08.05.2024 | 1.33% | 0.75 CHF | 0.76 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 74'693 CHF | 75'693 CHF | 100.00% | 100.00% |
07.05.2024 | 1.33% | 0.74 CHF | 0.75 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 74'518 CHF | 75'518 CHF | 99.92% | 99.92% |
06.05.2024 | 2.07% | 0.76 CHF | 0.77 CHF | 100'000 | 100'000 | 92'150 | 92'150 | 70'419 CHF | 71'457 CHF | 99.99% | 99.99% |
03.05.2024 | 2.64% | 0.78 CHF | 0.79 CHF | 100'000 | 100'000 | 85'844 | 85'844 | 66'324 CHF | 67'393 CHF | 97.49% | 97.49% |
02.05.2024 | 1.84% | 0.76 CHF | 0.77 CHF | 100'000 | 100'000 | 94'455 | 94'455 | 71'656 CHF | 72'684 CHF | 99.47% | 99.47% |