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 | 2.47% | 0.87 CHF | 0.88 CHF | 100'000 | 100'000 | 84'234 | 84'234 | 74'683 CHF | 75'761 CHF | 99.00% | 99.00% |
15.05.2024 | 3.36% | 0.85 CHF | 0.92 CHF | 20'000 | 20'000 | 73'193 | 73'193 | 65'583 CHF | 66'716 CHF | 98.05% | 98.05% |
14.05.2024 | 1.19% | 0.89 CHF | 0.90 CHF | 100'000 | 100'000 | 98'953 | 98'953 | 89'385 CHF | 90'391 CHF | 97.88% | 97.88% |
13.05.2024 | 1.20% | 0.91 CHF | 0.92 CHF | 100'000 | 100'000 | 98'506 | 98'506 | 91'101 CHF | 92'108 CHF | 99.99% | 99.99% |
10.05.2024 | 1.06% | 0.94 CHF | 0.95 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 93'621 CHF | 94'621 CHF | 98.49% | 98.49% |
08.05.2024 | 1.05% | 0.95 CHF | 0.96 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 94'554 CHF | 95'554 CHF | 100.00% | 100.00% |
07.05.2024 | 1.05% | 0.94 CHF | 0.95 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 94'428 CHF | 95'428 CHF | 99.95% | 99.95% |
06.05.2024 | 1.64% | 0.96 CHF | 0.97 CHF | 100'000 | 100'000 | 92'150 | 92'150 | 88'780 CHF | 89'819 CHF | 99.99% | 99.99% |
03.05.2024 | 2.09% | 0.98 CHF | 0.99 CHF | 100'000 | 100'000 | 85'984 | 85'984 | 83'558 CHF | 84'628 CHF | 97.28% | 97.28% |
02.05.2024 | 1.46% | 0.96 CHF | 0.97 CHF | 100'000 | 100'000 | 94'455 | 94'455 | 90'493 CHF | 91'521 CHF | 99.46% | 99.46% |