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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 1.12% | 0.94 CHF | 0.95 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 90'887 CHF | 91'911 CHF | 95.44% | 95.44% |
22.05.2024 | 1.29% | 0.86 CHF | 0.87 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 80'373 CHF | 81'416 CHF | 97.30% | 97.30% |
21.05.2024 | 1.31% | 0.78 CHF | 0.79 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 75'984 CHF | 76'984 CHF | 99.97% | 99.97% |
17.05.2024 | 1.34% | 0.74 CHF | 0.75 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 73'866 CHF | 74'866 CHF | 100.00% | 100.00% |
16.05.2024 | 1.26% | 0.76 CHF | 0.77 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 79'071 CHF | 80'071 CHF | 99.25% | 99.25% |
15.05.2024 | 1.32% | 0.77 CHF | 0.78 CHF | 100'000 | 100'000 | 99'680 | 99'643 | 75'521 CHF | 76'494 CHF | 98.12% | 98.12% |
14.05.2024 | 1.26% | 0.76 CHF | 0.77 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 78'946 CHF | 79'946 CHF | 100.00% | 100.00% |
13.05.2024 | 1.23% | 0.78 CHF | 0.79 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 80'606 CHF | 81'606 CHF | 100.00% | 100.00% |
10.05.2024 | 1.19% | 0.82 CHF | 0.83 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 83'670 CHF | 84'670 CHF | 99.41% | 99.41% |
08.05.2024 | 1.18% | 0.83 CHF | 0.84 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 83'930 CHF | 84'930 CHF | 100.00% | 100.00% |