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 | 1.40% | 0.78 CHF | 0.79 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 74'838 CHF | 75'896 CHF | 99.25% | 99.25% |
15.05.2024 | 1.28% | 0.77 CHF | 0.78 CHF | 100'000 | 100'000 | 99'680 | 99'643 | 77'980 CHF | 78'954 CHF | 98.12% | 98.12% |
14.05.2024 | 1.32% | 0.79 CHF | 0.80 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 75'142 CHF | 76'142 CHF | 100.00% | 100.00% |
13.05.2024 | 1.35% | 0.76 CHF | 0.77 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 73'523 CHF | 74'523 CHF | 100.00% | 100.00% |
10.05.2024 | 1.40% | 0.72 CHF | 0.73 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 70'905 CHF | 71'905 CHF | 99.41% | 99.41% |
08.05.2024 | 1.40% | 0.72 CHF | 0.73 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 70'683 CHF | 71'683 CHF | 100.00% | 100.00% |
07.05.2024 | 1.53% | 0.70 CHF | 0.72 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 71'073 CHF | 72'170 CHF | 96.43% | 96.43% |
06.05.2024 | 1.41% | 0.71 CHF | 0.72 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 70'420 CHF | 71'420 CHF | 100.00% | 100.00% |
03.05.2024 | 1.42% | 0.72 CHF | 0.73 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 70'109 CHF | 71'109 CHF | 97.94% | 97.94% |
02.05.2024 | 1.28% | 0.78 CHF | 0.79 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 77'574 CHF | 78'574 CHF | 99.40% | 99.40% |