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 | 1.68% | 1.28 CHF | 1.29 CHF | 100'000 | 100'000 | 66'505 | 66'505 | 80'987 CHF | 82'246 CHF | 96.38% | 96.38% |
15.05.2024 | 1.52% | 1.07 CHF | 1.09 CHF | 50'000 | 50'000 | 88'095 | 88'095 | 94'803 CHF | 96'155 CHF | 95.81% | 95.81% |
14.05.2024 | 1.27% | 1.06 CHF | 1.08 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 102'940 CHF | 104'257 CHF | 95.09% | 95.09% |
13.05.2024 | 1.23% | 1.09 CHF | 1.10 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 110'470 CHF | 111'839 CHF | 95.20% | 95.20% |
10.05.2024 | 1.21% | 1.12 CHF | 1.13 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 111'429 CHF | 112'790 CHF | 98.55% | 98.55% |
08.05.2024 | 1.30% | 1.10 CHF | 1.11 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 107'873 CHF | 109'281 CHF | 98.78% | 98.78% |
07.05.2024 | 1.31% | 1.05 CHF | 1.06 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 102'859 CHF | 104'216 CHF | 95.92% | 95.92% |
06.05.2024 | 1.38% | 0.97 CHF | 0.98 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 95'427 CHF | 96'753 CHF | 96.34% | 96.34% |
03.05.2024 | 1.47% | 0.88 CHF | 0.89 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 90'027 CHF | 91'363 CHF | 97.81% | 97.81% |
02.05.2024 | 1.43% | 0.91 CHF | 0.92 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 92'657 CHF | 93'988 CHF | 99.31% | 99.31% |