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 | 0.96% | 1.76 CHF | 1.77 CHF | 100'000 | 100'000 | 66'229 | 66'229 | 115'068 CHF | 116'068 CHF | 99.26% | 99.26% |
15.05.2024 | 0.82% | 1.50 CHF | 1.52 CHF | 50'000 | 50'000 | 89'032 | 89'032 | 133'168 CHF | 134'180 CHF | 99.30% | 99.30% |
14.05.2024 | 0.68% | 1.47 CHF | 1.48 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 146'168 CHF | 147'168 CHF | 99.51% | 99.51% |
13.05.2024 | 0.63% | 1.58 CHF | 1.59 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 159'282 CHF | 160'282 CHF | 100.00% | 100.00% |
10.05.2024 | 0.79% | 1.63 CHF | 1.64 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 160'855 CHF | 162'126 CHF | 100.00% | 100.00% |
08.05.2024 | 0.68% | 1.50 CHF | 1.51 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 147'195 CHF | 148'195 CHF | 100.00% | 100.00% |
07.05.2024 | 0.72% | 1.43 CHF | 1.44 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 137'487 CHF | 138'487 CHF | 97.06% | 97.06% |
06.05.2024 | 0.76% | 1.34 CHF | 1.35 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 131'028 CHF | 132'028 CHF | 100.00% | 100.00% |
03.05.2024 | 0.79% | 1.22 CHF | 1.23 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 125'355 CHF | 126'355 CHF | 97.56% | 97.56% |
02.05.2024 | 0.81% | 1.21 CHF | 1.22 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 123'321 CHF | 124'321 CHF | 99.29% | 99.29% |