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 | 1.75% | 1.23 CHF | 1.24 CHF | 100'000 | 100'000 | 84'234 | 84'234 | 105'084 CHF | 106'162 CHF | 99.00% | 99.00% |
15.05.2024 | 2.40% | 1.21 CHF | 1.28 CHF | 20'000 | 20'000 | 73'193 | 73'193 | 91'950 CHF | 93'083 CHF | 98.05% | 98.05% |
14.05.2024 | 0.85% | 1.26 CHF | 1.27 CHF | 100'000 | 100'000 | 98'953 | 98'953 | 125'170 CHF | 126'175 CHF | 97.88% | 97.88% |
13.05.2024 | 0.86% | 1.27 CHF | 1.28 CHF | 100'000 | 100'000 | 98'506 | 98'506 | 126'669 CHF | 127'677 CHF | 99.99% | 99.99% |
10.05.2024 | 0.77% | 1.30 CHF | 1.31 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 129'765 CHF | 130'765 CHF | 96.35% | 96.35% |
08.05.2024 | 0.76% | 1.31 CHF | 1.32 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 130'786 CHF | 131'786 CHF | 100.00% | 100.00% |
07.05.2024 | 0.76% | 1.30 CHF | 1.31 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 130'657 CHF | 131'657 CHF | 99.92% | 99.92% |
06.05.2024 | 1.19% | 1.32 CHF | 1.33 CHF | 100'000 | 100'000 | 92'150 | 92'150 | 122'130 CHF | 123'168 CHF | 99.99% | 99.99% |
03.05.2024 | 1.50% | 1.34 CHF | 1.35 CHF | 100'000 | 100'000 | 86'327 | 86'327 | 115'138 CHF | 116'204 CHF | 96.78% | 96.78% |
02.05.2024 | 1.07% | 1.32 CHF | 1.33 CHF | 100'000 | 100'000 | 94'455 | 94'455 | 124'639 CHF | 125'667 CHF | 99.47% | 99.47% |