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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24.05.2024 | 0.87% | 1.33 CHF | 1.34 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 124'107 CHF | 125'190 CHF | 91.55% | 91.55% |
23.05.2024 | 0.79% | 1.25 CHF | 1.26 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 125'533 CHF | 126'533 CHF | 97.65% | 97.65% |
22.05.2024 | 0.84% | 1.18 CHF | 1.19 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 118'815 CHF | 119'815 CHF | 96.67% | 96.67% |
21.05.2024 | 0.87% | 1.19 CHF | 1.20 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 114'215 CHF | 115'215 CHF | 99.99% | 99.99% |
17.05.2024 | 0.87% | 1.18 CHF | 1.19 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 114'917 CHF | 115'917 CHF | 100.00% | 100.00% |
16.05.2024 | 0.99% | 1.14 CHF | 1.15 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 115'709 CHF | 116'862 CHF | 99.34% | 99.34% |
15.05.2024 | 0.86% | 1.20 CHF | 1.21 CHF | 100'000 | 100'000 | 99'236 | 99'236 | 116'071 CHF | 117'071 CHF | 98.95% | 98.95% |
14.05.2024 | 0.93% | 1.12 CHF | 1.13 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 106'835 CHF | 107'835 CHF | 99.99% | 99.99% |
13.05.2024 | 0.92% | 1.06 CHF | 1.07 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 107'891 CHF | 108'891 CHF | 99.38% | 99.38% |
10.05.2024 | 1.05% | 1.00 CHF | 1.01 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 94'663 CHF | 95'663 CHF | 100.00% | 100.00% |