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 | 1.08% | 0.92 CHF | 0.93 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 92'187 CHF | 93'187 CHF | 97.75% | 97.75% |
15.05.2024 | 1.16% | 0.92 CHF | 0.93 CHF | 100'000 | 100'000 | 99'757 | 99'757 | 86'249 CHF | 87'257 CHF | 98.90% | 98.90% |
14.05.2024 | 1.12% | 0.88 CHF | 0.89 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 89'080 CHF | 90'080 CHF | 99.50% | 99.50% |
13.05.2024 | 1.11% | 0.88 CHF | 0.89 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 89'255 CHF | 90'255 CHF | 99.81% | 99.81% |
10.05.2024 | 1.14% | 0.89 CHF | 0.90 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 87'071 CHF | 88'071 CHF | 100.00% | 100.00% |
08.05.2024 | 1.29% | 0.82 CHF | 0.83 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 77'109 CHF | 78'109 CHF | 100.00% | 100.00% |
07.05.2024 | 1.50% | 0.69 CHF | 0.70 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 66'075 CHF | 67'075 CHF | 96.44% | 96.44% |
06.05.2024 | 1.39% | 0.65 CHF | 0.66 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 71'498 CHF | 72'498 CHF | 100.00% | 100.00% |
03.05.2024 | 1.42% | 0.68 CHF | 0.69 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 69'698 CHF | 70'698 CHF | 97.18% | 97.18% |
02.05.2024 | 1.46% | 0.68 CHF | 0.69 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 68'144 CHF | 69'144 CHF | 99.40% | 99.40% |