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 | 2.68% | 0.81 CHF | 0.82 CHF | 100'000 | 100'000 | 84'235 | 84'235 | 67'527 CHF | 68'605 CHF | 99.01% | 99.01% |
15.05.2024 | 3.61% | 0.78 CHF | 0.85 CHF | 20'000 | 20'000 | 73'242 | 73'242 | 61'422 CHF | 62'554 CHF | 97.97% | 97.97% |
14.05.2024 | 1.23% | 0.85 CHF | 0.86 CHF | 100'000 | 100'000 | 98'953 | 98'953 | 86'302 CHF | 87'307 CHF | 97.88% | 97.88% |
13.05.2024 | 1.26% | 0.88 CHF | 0.89 CHF | 100'000 | 100'000 | 98'506 | 98'506 | 86'777 CHF | 87'784 CHF | 99.99% | 99.99% |
10.05.2024 | 1.11% | 0.90 CHF | 0.91 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 89'238 CHF | 90'238 CHF | 95.01% | 95.01% |
08.05.2024 | 1.08% | 0.92 CHF | 0.93 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 92'354 CHF | 93'354 CHF | 100.00% | 100.00% |
07.05.2024 | 1.10% | 0.89 CHF | 0.90 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 90'296 CHF | 91'296 CHF | 99.87% | 99.87% |
06.05.2024 | 1.77% | 0.90 CHF | 0.91 CHF | 100'000 | 100'000 | 92'150 | 92'150 | 82'574 CHF | 83'613 CHF | 100.00% | 100.00% |
03.05.2024 | 2.26% | 0.90 CHF | 0.91 CHF | 100'000 | 100'000 | 85'850 | 85'850 | 79'042 CHF | 80'111 CHF | 97.48% | 97.48% |
02.05.2024 | 1.44% | 0.98 CHF | 0.99 CHF | 100'000 | 100'000 | 94'456 | 94'456 | 91'741 CHF | 92'768 CHF | 99.47% | 99.47% |