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 | 1.92% | 1.03 CHF | 1.05 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 103'020 CHF | 105'020 CHF | 99.52% | 99.52% |
15.05.2024 | 1.73% | 1.11 CHF | 1.13 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 114'592 CHF | 116'592 CHF | 99.46% | 99.46% |
14.05.2024 | 1.74% | 1.16 CHF | 1.18 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 114'182 CHF | 116'182 CHF | 99.44% | 99.44% |
13.05.2024 | 1.79% | 1.11 CHF | 1.13 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 110'522 CHF | 112'522 CHF | 98.67% | 98.67% |
10.05.2024 | 1.80% | 1.12 CHF | 1.14 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 110'085 CHF | 112'085 CHF | 98.20% | 98.20% |
08.05.2024 | 1.78% | 1.12 CHF | 1.14 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 111'685 CHF | 113'685 CHF | 99.52% | 99.52% |
07.05.2024 | 1.60% | 1.18 CHF | 1.20 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 124'374 CHF | 126'374 CHF | 99.54% | 99.54% |
06.05.2024 | 1.51% | 1.29 CHF | 1.31 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 131'240 CHF | 133'240 CHF | 99.50% | 99.50% |
03.05.2024 | 1.48% | 1.32 CHF | 1.34 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 67'020 CHF | 68'020 CHF | 99.41% | 99.41% |
02.05.2024 | 1.44% | 1.39 CHF | 1.41 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 69'164 CHF | 70'164 CHF | 99.52% | 99.52% |