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 | 2.29% | 0.96 CHF | 0.98 CHF | 100'000 | 100'000 | 66'505 | 66'505 | 60'490 CHF | 61'749 CHF | 96.38% | 96.38% |
15.05.2024 | 2.03% | 0.79 CHF | 0.81 CHF | 50'000 | 50'000 | 88'307 | 88'095 | 70'298 CHF | 71'477 CHF | 95.81% | 95.81% |
14.05.2024 | 1.76% | 0.79 CHF | 0.80 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 76'033 CHF | 77'384 CHF | 95.05% | 95.05% |
13.05.2024 | 1.63% | 0.81 CHF | 0.82 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 82'183 CHF | 83'532 CHF | 95.20% | 95.20% |
10.05.2024 | 1.63% | 0.84 CHF | 0.85 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 83'264 CHF | 84'634 CHF | 98.55% | 98.55% |
08.05.2024 | 1.69% | 0.82 CHF | 0.84 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 80'472 CHF | 81'846 CHF | 98.78% | 98.78% |
07.05.2024 | 1.65% | 0.78 CHF | 0.79 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 76'677 CHF | 77'949 CHF | 96.51% | 96.51% |
06.05.2024 | 1.71% | 0.72 CHF | 0.74 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 71'161 CHF | 72'387 CHF | 96.34% | 96.34% |
03.05.2024 | 1.85% | 0.65 CHF | 0.66 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 67'039 CHF | 68'289 CHF | 97.78% | 97.78% |
02.05.2024 | 2.00% | 0.68 CHF | 0.69 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 69'251 CHF | 70'654 CHF | 99.41% | 99.41% |