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 | 2.46% | 0.88 CHF | 0.89 CHF | 100'000 | 100'000 | 84'234 | 84'234 | 75'386 CHF | 76'465 CHF | 99.00% | 99.00% |
15.05.2024 | 3.41% | 0.86 CHF | 0.93 CHF | 20'000 | 20'000 | 73'193 | 73'193 | 63'695 CHF | 64'829 CHF | 98.05% | 98.05% |
14.05.2024 | 1.26% | 0.86 CHF | 0.87 CHF | 100'000 | 100'000 | 98'953 | 98'953 | 84'379 CHF | 85'384 CHF | 97.88% | 97.88% |
13.05.2024 | 1.28% | 0.86 CHF | 0.87 CHF | 100'000 | 100'000 | 98'506 | 98'506 | 85'122 CHF | 86'129 CHF | 99.99% | 99.99% |
10.05.2024 | 1.15% | 0.86 CHF | 0.87 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 86'596 CHF | 87'596 CHF | 91.01% | 91.01% |
08.05.2024 | 1.17% | 0.85 CHF | 0.86 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 85'134 CHF | 86'134 CHF | 99.99% | 99.99% |
07.05.2024 | 1.15% | 0.87 CHF | 0.88 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 86'834 CHF | 87'834 CHF | 99.94% | 99.94% |
06.05.2024 | 1.77% | 0.88 CHF | 0.89 CHF | 100'000 | 100'000 | 92'150 | 92'150 | 82'087 CHF | 83'126 CHF | 99.99% | 99.99% |
03.05.2024 | 2.29% | 0.90 CHF | 0.91 CHF | 100'000 | 100'000 | 85'988 | 85'988 | 75'509 CHF | 76'579 CHF | 97.27% | 97.27% |
02.05.2024 | 1.71% | 0.82 CHF | 0.83 CHF | 100'000 | 100'000 | 94'456 | 94'456 | 77'985 CHF | 79'012 CHF | 99.47% | 99.47% |