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 | 0.98% | 0.98 CHF | 0.99 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 101'070 CHF | 102'070 CHF | 99.25% | 99.25% |
15.05.2024 | 1.03% | 0.99 CHF | 1.00 CHF | 100'000 | 100'000 | 99'350 | 99'254 | 97'133 CHF | 98'041 CHF | 98.90% | 98.90% |
14.05.2024 | 0.99% | 0.98 CHF | 0.99 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 100'946 CHF | 101'946 CHF | 100.00% | 100.00% |
13.05.2024 | 0.97% | 1.00 CHF | 1.01 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 102'606 CHF | 103'606 CHF | 100.00% | 100.00% |
10.05.2024 | 1.05% | 1.04 CHF | 1.05 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 105'559 CHF | 106'670 CHF | 99.41% | 99.41% |
08.05.2024 | 0.94% | 1.05 CHF | 1.06 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 105'858 CHF | 106'858 CHF | 100.00% | 100.00% |
07.05.2024 | 0.98% | 1.06 CHF | 1.07 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 105'586 CHF | 106'624 CHF | 96.43% | 96.43% |
06.05.2024 | 0.94% | 1.06 CHF | 1.07 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 106'266 CHF | 107'266 CHF | 100.00% | 100.00% |
03.05.2024 | 0.93% | 1.05 CHF | 1.06 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 106'713 CHF | 107'713 CHF | 97.94% | 97.94% |
02.05.2024 | 1.00% | 0.99 CHF | 1.00 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 99'361 CHF | 100'361 CHF | 99.40% | 99.40% |