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 | 1.66% | 0.64 CHF | 0.66 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 61'422 CHF | 62'452 CHF | 99.25% | 99.25% |
15.05.2024 | 1.55% | 0.64 CHF | 0.65 CHF | 100'000 | 100'000 | 99'689 | 99'252 | 64'602 CHF | 65'330 CHF | 98.90% | 98.90% |
14.05.2024 | 1.70% | 0.65 CHF | 0.66 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 61'692 CHF | 62'753 CHF | 100.00% | 100.00% |
13.05.2024 | 1.74% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 60'017 CHF | 61'071 CHF | 100.00% | 100.00% |
10.05.2024 | 1.73% | 0.59 CHF | 0.60 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 57'323 CHF | 58'323 CHF | 99.41% | 99.41% |
08.05.2024 | 1.73% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 57'164 CHF | 58'164 CHF | 100.00% | 100.00% |
07.05.2024 | 1.87% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 57'519 CHF | 58'602 CHF | 96.43% | 96.43% |
06.05.2024 | 1.74% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 56'942 CHF | 57'942 CHF | 100.00% | 100.00% |
03.05.2024 | 1.83% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 56'541 CHF | 57'585 CHF | 97.94% | 97.94% |
02.05.2024 | 1.55% | 0.65 CHF | 0.66 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 64'145 CHF | 65'145 CHF | 99.39% | 99.39% |