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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 0.84% | 1.38 CHF | 1.39 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 135'242 CHF | 136'389 CHF | 100.00% | 100.00% |
16.05.2024 | 0.73% | 1.35 CHF | 1.36 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 136'062 CHF | 137'062 CHF | 99.34% | 99.34% |
15.05.2024 | 0.74% | 1.40 CHF | 1.41 CHF | 100'000 | 100'000 | 99'236 | 99'236 | 136'250 CHF | 137'253 CHF | 98.95% | 98.95% |
14.05.2024 | 0.78% | 1.32 CHF | 1.33 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 127'162 CHF | 128'162 CHF | 100.00% | 100.00% |
13.05.2024 | 0.78% | 1.27 CHF | 1.28 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 128'243 CHF | 129'243 CHF | 99.37% | 99.37% |
10.05.2024 | 0.87% | 1.21 CHF | 1.22 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 115'046 CHF | 116'046 CHF | 100.00% | 100.00% |
08.05.2024 | 0.90% | 1.08 CHF | 1.09 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 110'091 CHF | 111'091 CHF | 100.00% | 100.00% |
07.05.2024 | 1.50% | 1.23 CHF | 1.24 CHF | 100'000 | 100'000 | 54'740 | 54'740 | 68'747 CHF | 69'747 CHF | 94.40% | 94.40% |
06.05.2024 | 1.44% | 0.72 CHF | 0.73 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 68'772 CHF | 69'772 CHF | 98.68% | 98.68% |
03.05.2024 | 1.62% | 0.64 CHF | 0.65 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 61'362 CHF | 62'362 CHF | 97.83% | 97.83% |