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 | 1.54% | 1.29 CHF | 1.31 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 128'780 CHF | 130'780 CHF | 99.53% | 99.53% |
15.05.2024 | 1.48% | 1.29 CHF | 1.31 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 134'192 CHF | 136'192 CHF | 99.54% | 99.54% |
14.05.2024 | 1.48% | 1.35 CHF | 1.37 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 134'129 CHF | 136'129 CHF | 99.48% | 99.48% |
13.05.2024 | 1.54% | 1.31 CHF | 1.33 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 128'746 CHF | 130'746 CHF | 99.57% | 99.57% |
10.05.2024 | 1.56% | 1.24 CHF | 1.26 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 127'363 CHF | 129'363 CHF | 98.20% | 98.20% |
08.05.2024 | 1.62% | 1.22 CHF | 1.24 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 122'394 CHF | 124'394 CHF | 99.49% | 99.49% |
07.05.2024 | 1.58% | 1.27 CHF | 1.29 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 125'500 CHF | 127'500 CHF | 99.52% | 99.52% |
06.05.2024 | 1.63% | 1.22 CHF | 1.24 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 121'426 CHF | 123'426 CHF | 99.50% | 99.50% |
03.05.2024 | 1.70% | 1.18 CHF | 1.20 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 116'688 CHF | 118'688 CHF | 99.45% | 99.45% |
02.05.2024 | 1.78% | 1.12 CHF | 1.14 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 111'397 CHF | 113'397 CHF | 99.51% | 99.51% |