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 | 0.84% | 1.16 CHF | 1.17 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 119'010 CHF | 120'010 CHF | 99.25% | 99.25% |
15.05.2024 | 0.88% | 1.17 CHF | 1.18 CHF | 100'000 | 100'000 | 99'252 | 99'252 | 114'867 CHF | 115'870 CHF | 98.90% | 98.90% |
14.05.2024 | 0.84% | 1.15 CHF | 1.16 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 118'886 CHF | 119'886 CHF | 100.00% | 100.00% |
13.05.2024 | 0.83% | 1.18 CHF | 1.19 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 120'590 CHF | 121'590 CHF | 100.00% | 100.00% |
10.05.2024 | 0.81% | 1.22 CHF | 1.23 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 123'530 CHF | 124'530 CHF | 99.41% | 99.41% |
08.05.2024 | 0.80% | 1.23 CHF | 1.24 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 123'836 CHF | 124'836 CHF | 100.00% | 100.00% |
07.05.2024 | 0.84% | 1.24 CHF | 1.25 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 123'481 CHF | 124'521 CHF | 96.43% | 96.43% |
06.05.2024 | 0.90% | 1.23 CHF | 1.25 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 124'127 CHF | 125'244 CHF | 100.00% | 100.00% |
03.05.2024 | 0.86% | 1.23 CHF | 1.24 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 124'618 CHF | 125'688 CHF | 97.92% | 97.92% |
02.05.2024 | 0.85% | 1.17 CHF | 1.18 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 117'266 CHF | 118'266 CHF | 99.40% | 99.40% |