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 | 0.88% | 1.10 CHF | 1.11 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 113'104 CHF | 114'104 CHF | 99.25% | 99.25% |
15.05.2024 | 0.91% | 1.11 CHF | 1.12 CHF | 100'000 | 100'000 | 99'643 | 99'643 | 109'410 CHF | 110'411 CHF | 98.12% | 98.12% |
14.05.2024 | 0.88% | 1.10 CHF | 1.11 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 112'969 CHF | 113'969 CHF | 100.00% | 100.00% |
13.05.2024 | 0.89% | 1.13 CHF | 1.14 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 114'701 CHF | 115'724 CHF | 100.00% | 100.00% |
10.05.2024 | 0.85% | 1.16 CHF | 1.17 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 117'677 CHF | 118'677 CHF | 99.41% | 99.41% |
08.05.2024 | 0.84% | 1.17 CHF | 1.18 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 117'949 CHF | 118'949 CHF | 100.00% | 100.00% |
07.05.2024 | 0.89% | 1.18 CHF | 1.19 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 117'624 CHF | 118'669 CHF | 96.43% | 96.43% |
06.05.2024 | 0.86% | 1.18 CHF | 1.19 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 118'380 CHF | 119'406 CHF | 100.00% | 100.00% |
03.05.2024 | 0.84% | 1.17 CHF | 1.18 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 118'773 CHF | 119'773 CHF | 97.93% | 97.93% |
02.05.2024 | 0.91% | 1.11 CHF | 1.12 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 111'361 CHF | 112'383 CHF | 99.40% | 99.40% |