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 | 1.62% | 1.33 CHF | 1.34 CHF | 100'000 | 100'000 | 84'234 | 84'234 | 113'438 CHF | 114'517 CHF | 99.00% | 99.00% |
15.05.2024 | 2.22% | 1.31 CHF | 1.38 CHF | 20'000 | 20'000 | 73'193 | 73'193 | 99'254 CHF | 100'387 CHF | 98.05% | 98.05% |
14.05.2024 | 0.79% | 1.35 CHF | 1.36 CHF | 100'000 | 100'000 | 98'953 | 98'953 | 134'922 CHF | 135'927 CHF | 97.88% | 97.88% |
13.05.2024 | 0.80% | 1.37 CHF | 1.38 CHF | 100'000 | 100'000 | 98'506 | 98'506 | 136'440 CHF | 137'447 CHF | 99.99% | 99.99% |
10.05.2024 | 0.71% | 1.40 CHF | 1.41 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 139'663 CHF | 140'663 CHF | 97.32% | 97.32% |
08.05.2024 | 0.71% | 1.41 CHF | 1.42 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 140'664 CHF | 141'664 CHF | 100.00% | 100.00% |
07.05.2024 | 0.71% | 1.40 CHF | 1.41 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 140'497 CHF | 141'497 CHF | 99.94% | 99.94% |
06.05.2024 | 1.11% | 1.42 CHF | 1.43 CHF | 100'000 | 100'000 | 92'150 | 92'150 | 131'238 CHF | 132'276 CHF | 99.99% | 99.99% |
03.05.2024 | 1.41% | 1.44 CHF | 1.45 CHF | 100'000 | 100'000 | 86'075 | 86'075 | 123'336 CHF | 124'404 CHF | 97.15% | 97.15% |
02.05.2024 | 0.99% | 1.42 CHF | 1.43 CHF | 100'000 | 100'000 | 94'455 | 94'455 | 134'022 CHF | 135'049 CHF | 99.47% | 99.47% |