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 | 2.20% | 0.99 CHF | 1.00 CHF | 100'000 | 100'000 | 84'234 | 84'234 | 81'912 CHF | 82'991 CHF | 99.00% | 99.00% |
15.05.2024 | 3.02% | 0.96 CHF | 1.03 CHF | 20'000 | 20'000 | 73'193 | 73'193 | 72'880 CHF | 74'014 CHF | 98.05% | 98.05% |
14.05.2024 | 1.05% | 1.01 CHF | 1.02 CHF | 100'000 | 100'000 | 98'953 | 98'953 | 101'006 CHF | 102'011 CHF | 97.88% | 97.88% |
13.05.2024 | 1.09% | 1.02 CHF | 1.03 CHF | 100'000 | 100'000 | 98'506 | 98'506 | 99'613 CHF | 100'621 CHF | 99.99% | 99.99% |
10.05.2024 | 0.98% | 1.02 CHF | 1.03 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 101'458 CHF | 102'458 CHF | 91.02% | 91.02% |
08.05.2024 | 0.96% | 1.03 CHF | 1.04 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 103'216 CHF | 104'216 CHF | 99.99% | 99.99% |
07.05.2024 | 0.98% | 1.01 CHF | 1.02 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 101'684 CHF | 102'684 CHF | 99.95% | 99.95% |
06.05.2024 | 1.59% | 1.00 CHF | 1.01 CHF | 100'000 | 100'000 | 92'150 | 92'150 | 91'744 CHF | 92'783 CHF | 99.99% | 99.99% |
03.05.2024 | 2.04% | 0.99 CHF | 1.00 CHF | 100'000 | 100'000 | 85'946 | 85'946 | 86'949 CHF | 88'020 CHF | 97.33% | 97.33% |
02.05.2024 | 1.32% | 1.08 CHF | 1.09 CHF | 100'000 | 100'000 | 94'455 | 94'455 | 100'878 CHF | 101'906 CHF | 99.47% | 99.47% |