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 | 1.29% | 0.90 CHF | 0.91 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 89'450 CHF | 90'613 CHF | 99.25% | 99.25% |
15.05.2024 | 1.37% | 0.88 CHF | 0.89 CHF | 100'000 | 100'000 | 99'344 | 99'246 | 86'699 CHF | 87'802 CHF | 98.11% | 98.11% |
14.05.2024 | 1.48% | 0.83 CHF | 0.85 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 83'510 CHF | 84'757 CHF | 99.13% | 99.13% |
13.05.2024 | 1.39% | 0.83 CHF | 0.84 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 81'855 CHF | 82'997 CHF | 99.38% | 99.38% |
10.05.2024 | 1.45% | 0.77 CHF | 0.78 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 74'965 CHF | 76'059 CHF | 99.42% | 99.42% |
08.05.2024 | 1.49% | 0.66 CHF | 0.67 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 66'577 CHF | 67'577 CHF | 98.83% | 98.83% |
07.05.2024 | 1.74% | 0.60 CHF | 0.62 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 59'924 CHF | 60'977 CHF | 96.57% | 96.57% |
06.05.2024 | 1.71% | 0.63 CHF | 0.64 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 61'689 CHF | 62'754 CHF | 100.00% | 100.00% |
03.05.2024 | 1.72% | 0.61 CHF | 0.62 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 61'661 CHF | 62'729 CHF | 97.93% | 97.93% |
02.05.2024 | 1.71% | 0.60 CHF | 0.61 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 60'396 CHF | 61'436 CHF | 99.40% | 99.40% |