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 | 1.39% | 0.84 CHF | 0.85 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 83'563 CHF | 84'737 CHF | 99.03% | 99.03% |
15.05.2024 | 1.42% | 0.82 CHF | 0.84 CHF | 100'000 | 100'000 | 99'442 | 99'246 | 81'000 CHF | 81'990 CHF | 98.11% | 98.11% |
14.05.2024 | 1.53% | 0.78 CHF | 0.79 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 77'680 CHF | 78'881 CHF | 99.13% | 99.13% |
13.05.2024 | 1.60% | 0.77 CHF | 0.78 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 75'997 CHF | 77'218 CHF | 99.38% | 99.38% |
10.05.2024 | 1.55% | 0.71 CHF | 0.72 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 69'111 CHF | 70'190 CHF | 99.42% | 99.42% |
08.05.2024 | 1.74% | 0.60 CHF | 0.61 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 60'741 CHF | 61'809 CHF | 98.83% | 98.83% |
07.05.2024 | 1.95% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 54'049 CHF | 55'110 CHF | 97.06% | 97.06% |
06.05.2024 | 1.88% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'823 CHF | 56'884 CHF | 100.00% | 100.00% |
03.05.2024 | 1.96% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'799 CHF | 56'905 CHF | 97.92% | 97.92% |
02.05.2024 | 1.99% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 54'535 CHF | 55'632 CHF | 99.40% | 99.40% |