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 | 1.11% | 0.86 CHF | 0.87 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 89'433 CHF | 90'433 CHF | 99.25% | 99.25% |
15.05.2024 | 1.17% | 0.87 CHF | 0.88 CHF | 100'000 | 100'000 | 99'349 | 99'252 | 85'552 CHF | 86'466 CHF | 98.90% | 98.90% |
14.05.2024 | 1.11% | 0.86 CHF | 0.87 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 89'308 CHF | 90'308 CHF | 100.00% | 100.00% |
13.05.2024 | 1.09% | 0.89 CHF | 0.90 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 91'116 CHF | 92'116 CHF | 100.00% | 100.00% |
10.05.2024 | 1.06% | 0.93 CHF | 0.94 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 93'988 CHF | 94'988 CHF | 99.41% | 99.41% |
08.05.2024 | 1.10% | 0.93 CHF | 0.94 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 94'274 CHF | 95'317 CHF | 100.00% | 100.00% |
07.05.2024 | 1.08% | 0.95 CHF | 0.96 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 93'927 CHF | 94'943 CHF | 96.43% | 96.43% |
06.05.2024 | 1.05% | 0.94 CHF | 0.95 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 94'663 CHF | 95'663 CHF | 100.00% | 100.00% |
03.05.2024 | 1.13% | 0.94 CHF | 0.95 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 95'200 CHF | 96'282 CHF | 97.93% | 97.93% |
02.05.2024 | 1.13% | 0.87 CHF | 0.88 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 87'703 CHF | 88'703 CHF | 98.47% | 98.47% |