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 | 1.23% | 0.82 CHF | 0.83 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 82'828 CHF | 83'857 CHF | 97.20% | 97.20% |
15.05.2024 | 1.22% | 0.84 CHF | 0.85 CHF | 100'000 | 100'000 | 99'331 | 99'230 | 82'875 CHF | 83'798 CHF | 98.15% | 98.15% |
14.05.2024 | 1.31% | 0.82 CHF | 0.83 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 78'972 CHF | 80'009 CHF | 100.00% | 100.00% |
13.05.2024 | 1.27% | 0.80 CHF | 0.81 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 80'916 CHF | 81'949 CHF | 99.36% | 99.36% |
10.05.2024 | 1.31% | 0.79 CHF | 0.80 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 75'800 CHF | 76'800 CHF | 100.00% | 100.00% |
08.05.2024 | 1.36% | 0.73 CHF | 0.74 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 73'291 CHF | 74'291 CHF | 97.77% | 97.77% |
07.05.2024 | 2.24% | 0.79 CHF | 0.80 CHF | 100'000 | 100'000 | 54'803 | 54'803 | 44'174 CHF | 45'139 CHF | 92.08% | 92.08% |
06.05.2024 | 1.68% | 0.60 CHF | 0.61 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 58'919 CHF | 59'919 CHF | 98.68% | 98.68% |
03.05.2024 | 1.77% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 56'150 CHF | 57'150 CHF | 98.00% | 98.00% |
02.05.2024 | 1.81% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 54'726 CHF | 55'726 CHF | 85.87% | 85.87% |