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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.05.2024 | 0.70% | 1.67 CHF | 1.68 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 168'137 CHF | 169'311 CHF | 96.70% | 96.70% |
21.05.2024 | 0.61% | 1.68 CHF | 1.69 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 163'757 CHF | 164'757 CHF | 100.00% | 100.00% |
17.05.2024 | 0.61% | 1.67 CHF | 1.68 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 164'389 CHF | 165'389 CHF | 100.00% | 100.00% |
16.05.2024 | 0.60% | 1.64 CHF | 1.65 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 165'179 CHF | 166'179 CHF | 99.34% | 99.34% |
15.05.2024 | 0.61% | 1.69 CHF | 1.70 CHF | 100'000 | 100'000 | 99'236 | 99'236 | 165'028 CHF | 166'031 CHF | 98.95% | 98.95% |
14.05.2024 | 0.64% | 1.61 CHF | 1.62 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 156'331 CHF | 157'331 CHF | 100.00% | 100.00% |
13.05.2024 | 0.63% | 1.56 CHF | 1.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 157'243 CHF | 158'243 CHF | 99.37% | 99.37% |
10.05.2024 | 0.69% | 1.50 CHF | 1.51 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 144'150 CHF | 145'150 CHF | 100.00% | 100.00% |
08.05.2024 | 0.72% | 1.37 CHF | 1.38 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 139'091 CHF | 140'091 CHF | 100.00% | 100.00% |
07.05.2024 | 1.19% | 1.52 CHF | 1.53 CHF | 100'000 | 100'000 | 54'740 | 54'740 | 84'646 CHF | 85'622 CHF | 94.40% | 94.40% |