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 | 1.00% | 0.99 CHF | 1.00 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 99'097 CHF | 100'097 CHF | 97.75% | 97.75% |
15.05.2024 | 1.08% | 0.98 CHF | 0.99 CHF | 100'000 | 100'000 | 99'757 | 99'757 | 93'157 CHF | 94'166 CHF | 98.90% | 98.90% |
14.05.2024 | 1.04% | 0.94 CHF | 0.95 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 95'988 CHF | 96'988 CHF | 99.50% | 99.50% |
13.05.2024 | 1.04% | 0.95 CHF | 0.96 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 96'124 CHF | 97'124 CHF | 99.81% | 99.81% |
10.05.2024 | 1.06% | 0.96 CHF | 0.97 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 93'926 CHF | 94'926 CHF | 100.00% | 100.00% |
08.05.2024 | 1.19% | 0.89 CHF | 0.90 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 83'944 CHF | 84'944 CHF | 100.00% | 100.00% |
07.05.2024 | 1.36% | 0.76 CHF | 0.77 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 72'928 CHF | 73'928 CHF | 96.64% | 96.64% |
06.05.2024 | 1.27% | 0.72 CHF | 0.73 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 78'311 CHF | 79'311 CHF | 100.00% | 100.00% |
03.05.2024 | 1.30% | 0.75 CHF | 0.76 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 76'575 CHF | 77'575 CHF | 97.94% | 97.94% |
02.05.2024 | 1.32% | 0.74 CHF | 0.75 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 75'012 CHF | 76'012 CHF | 99.41% | 99.41% |