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 | 1.13% | 1.06 CHF | 1.07 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 105'968 CHF | 107'170 CHF | 73.52% | 73.52% |
15.05.2024 | 1.07% | 1.05 CHF | 1.06 CHF | 100'000 | 100'000 | 99'246 | 99'246 | 102'953 CHF | 104'049 CHF | 98.11% | 98.11% |
14.05.2024 | 1.16% | 1.00 CHF | 1.01 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 99'908 CHF | 101'074 CHF | 99.13% | 99.13% |
13.05.2024 | 1.15% | 1.00 CHF | 1.01 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 98'260 CHF | 99'400 CHF | 99.38% | 99.38% |
10.05.2024 | 1.18% | 0.94 CHF | 0.95 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 91'416 CHF | 92'498 CHF | 99.42% | 99.42% |
08.05.2024 | 1.25% | 0.82 CHF | 0.84 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 82'968 CHF | 84'014 CHF | 98.83% | 98.83% |
07.05.2024 | 1.38% | 0.77 CHF | 0.78 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 76'383 CHF | 77'448 CHF | 96.57% | 96.57% |
06.05.2024 | 1.38% | 0.79 CHF | 0.80 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 78'073 CHF | 79'160 CHF | 100.00% | 100.00% |
03.05.2024 | 1.30% | 0.77 CHF | 0.78 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 77'998 CHF | 79'019 CHF | 97.93% | 97.93% |
02.05.2024 | 1.35% | 0.76 CHF | 0.77 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 76'763 CHF | 77'810 CHF | 99.40% | 99.40% |