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 | 3.33% | 0.64 CHF | 0.65 CHF | 100'000 | 100'000 | 84'234 | 84'234 | 55'380 CHF | 56'458 CHF | 99.00% | 99.00% |
15.05.2024 | 4.52% | 0.62 CHF | 0.69 CHF | 20'000 | 20'000 | 73'193 | 73'193 | 48'764 CHF | 49'897 CHF | 98.05% | 98.05% |
14.05.2024 | 1.59% | 0.66 CHF | 0.67 CHF | 100'000 | 100'000 | 98'953 | 98'953 | 66'742 CHF | 67'747 CHF | 97.88% | 97.88% |
13.05.2024 | 1.59% | 0.68 CHF | 0.69 CHF | 100'000 | 100'000 | 98'506 | 98'506 | 68'526 CHF | 69'533 CHF | 99.99% | 99.99% |
10.05.2024 | 1.40% | 0.71 CHF | 0.72 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 70'689 CHF | 71'689 CHF | 96.41% | 96.41% |
08.05.2024 | 1.39% | 0.72 CHF | 0.73 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 71'664 CHF | 72'664 CHF | 100.00% | 100.00% |
07.05.2024 | 1.39% | 0.71 CHF | 0.72 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 71'494 CHF | 72'494 CHF | 99.94% | 99.94% |
06.05.2024 | 2.15% | 0.73 CHF | 0.74 CHF | 100'000 | 100'000 | 92'150 | 92'150 | 67'642 CHF | 68'680 CHF | 99.99% | 99.99% |
03.05.2024 | 2.74% | 0.75 CHF | 0.76 CHF | 100'000 | 100'000 | 85'877 | 85'877 | 63'758 CHF | 64'828 CHF | 97.44% | 97.44% |
02.05.2024 | 1.92% | 0.73 CHF | 0.74 CHF | 100'000 | 100'000 | 94'454 | 94'454 | 68'800 CHF | 69'827 CHF | 99.44% | 99.44% |