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 | 1.66% | 1.15 CHF | 1.16 CHF | 100'000 | 100'000 | 66'229 | 66'229 | 81'394 CHF | 82'655 CHF | 99.26% | 99.26% |
15.05.2024 | 1.08% | 1.43 CHF | 1.46 CHF | 50'000 | 50'000 | 88'451 | 88'451 | 126'713 CHF | 128'009 CHF | 98.76% | 98.76% |
14.05.2024 | 0.88% | 1.45 CHF | 1.46 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 150'035 CHF | 151'367 CHF | 99.51% | 99.51% |
13.05.2024 | 1.01% | 1.42 CHF | 1.43 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 139'753 CHF | 141'170 CHF | 100.00% | 100.00% |
10.05.2024 | 1.01% | 1.37 CHF | 1.39 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 138'028 CHF | 139'429 CHF | 100.00% | 100.00% |
08.05.2024 | 1.02% | 1.40 CHF | 1.42 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 143'134 CHF | 144'606 CHF | 100.00% | 100.00% |
07.05.2024 | 0.89% | 1.48 CHF | 1.49 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 151'836 CHF | 153'197 CHF | 97.06% | 97.06% |
06.05.2024 | 0.81% | 1.60 CHF | 1.61 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 162'221 CHF | 163'545 CHF | 100.00% | 100.00% |
03.05.2024 | 0.74% | 1.74 CHF | 1.76 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 170'936 CHF | 172'211 CHF | 97.17% | 97.17% |
02.05.2024 | 0.80% | 1.71 CHF | 1.72 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 168'162 CHF | 169'512 CHF | 99.20% | 99.20% |