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 | 1.85% | 1.17 CHF | 1.18 CHF | 100'000 | 100'000 | 66'505 | 66'505 | 73'355 CHF | 74'604 CHF | 96.38% | 96.38% |
15.05.2024 | 1.72% | 0.94 CHF | 0.96 CHF | 50'000 | 50'000 | 88'201 | 88'096 | 83'561 CHF | 84'816 CHF | 95.81% | 95.81% |
14.05.2024 | 1.44% | 0.94 CHF | 0.95 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 89'974 CHF | 91'281 CHF | 95.09% | 95.09% |
13.05.2024 | 1.34% | 0.96 CHF | 0.97 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 98'030 CHF | 99'353 CHF | 95.20% | 95.20% |
10.05.2024 | 1.37% | 1.00 CHF | 1.02 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 99'652 CHF | 101'030 CHF | 98.55% | 98.55% |
08.05.2024 | 1.47% | 0.99 CHF | 1.00 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 96'237 CHF | 97'663 CHF | 98.78% | 98.78% |
07.05.2024 | 1.45% | 0.93 CHF | 0.94 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 90'058 CHF | 91'373 CHF | 96.46% | 96.46% |
06.05.2024 | 1.63% | 0.84 CHF | 0.85 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 82'499 CHF | 83'856 CHF | 96.34% | 96.34% |
03.05.2024 | 1.74% | 0.74 CHF | 0.76 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 76'986 CHF | 78'339 CHF | 97.02% | 97.02% |
02.05.2024 | 1.73% | 0.77 CHF | 0.78 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 79'514 CHF | 80'900 CHF | 98.30% | 98.30% |