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 | 1.23% | 0.89 CHF | 0.90 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 85'930 CHF | 86'990 CHF | 99.25% | 99.25% |
15.05.2024 | 1.13% | 0.88 CHF | 0.89 CHF | 100'000 | 100'000 | 99'349 | 99'252 | 88'734 CHF | 89'653 CHF | 98.90% | 98.90% |
14.05.2024 | 1.15% | 0.90 CHF | 0.91 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 86'241 CHF | 87'241 CHF | 100.00% | 100.00% |
13.05.2024 | 1.24% | 0.87 CHF | 0.88 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 84'529 CHF | 85'579 CHF | 100.00% | 100.00% |
10.05.2024 | 1.31% | 0.83 CHF | 0.84 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 81'918 CHF | 82'995 CHF | 99.41% | 99.41% |
08.05.2024 | 1.23% | 0.83 CHF | 0.84 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 81'726 CHF | 82'740 CHF | 100.00% | 100.00% |
07.05.2024 | 1.26% | 0.82 CHF | 0.83 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 82'194 CHF | 83'239 CHF | 96.43% | 96.43% |
06.05.2024 | 1.32% | 0.82 CHF | 0.83 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 81'429 CHF | 82'513 CHF | 100.00% | 100.00% |
03.05.2024 | 1.22% | 0.83 CHF | 0.84 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 81'227 CHF | 82'227 CHF | 97.94% | 97.94% |
02.05.2024 | 1.19% | 0.89 CHF | 0.90 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 88'639 CHF | 89'703 CHF | 99.40% | 99.40% |