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 | 1.39% | 0.74 CHF | 0.75 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 71'403 CHF | 72'403 CHF | 98.61% | 98.61% |
15.05.2024 | 1.29% | 0.77 CHF | 0.78 CHF | 100'000 | 100'000 | 99'387 | 98'979 | 77'252 CHF | 77'930 CHF | 98.95% | 98.95% |
14.05.2024 | 1.27% | 0.80 CHF | 0.81 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 78'290 CHF | 79'290 CHF | 100.00% | 100.00% |
13.05.2024 | 1.31% | 0.76 CHF | 0.77 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 76'023 CHF | 77'023 CHF | 100.00% | 100.00% |
10.05.2024 | 1.37% | 0.72 CHF | 0.73 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 72'413 CHF | 73'413 CHF | 100.00% | 100.00% |
08.05.2024 | 1.51% | 0.66 CHF | 0.67 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 65'815 CHF | 66'815 CHF | 100.00% | 100.00% |
07.05.2024 | 1.51% | 0.65 CHF | 0.66 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 65'879 CHF | 66'879 CHF | 98.86% | 98.86% |
06.05.2024 | 1.57% | 0.65 CHF | 0.66 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 63'411 CHF | 64'411 CHF | 94.79% | 94.79% |
03.05.2024 | 1.66% | 0.61 CHF | 0.62 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 59'724 CHF | 60'724 CHF | 98.62% | 98.62% |
02.05.2024 | 1.77% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 56'032 CHF | 57'032 CHF | 99.12% | 99.12% |