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 | 1.00% | 1.02 CHF | 1.03 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 99'686 CHF | 100'686 CHF | 100.00% | 100.00% |
16.05.2024 | 0.99% | 0.99 CHF | 1.00 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 100'579 CHF | 101'579 CHF | 99.34% | 99.34% |
15.05.2024 | 0.99% | 1.05 CHF | 1.06 CHF | 100'000 | 100'000 | 99'236 | 99'236 | 101'048 CHF | 102'047 CHF | 98.95% | 98.95% |
14.05.2024 | 1.09% | 0.97 CHF | 0.98 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 91'666 CHF | 92'666 CHF | 99.99% | 99.99% |
13.05.2024 | 1.07% | 0.91 CHF | 0.92 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 92'826 CHF | 93'826 CHF | 99.37% | 99.37% |
10.05.2024 | 1.25% | 0.85 CHF | 0.86 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 79'567 CHF | 80'567 CHF | 100.00% | 100.00% |
08.05.2024 | 1.33% | 0.73 CHF | 0.74 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 74'585 CHF | 75'585 CHF | 100.00% | 100.00% |
07.05.2024 | 2.08% | 0.87 CHF | 0.88 CHF | 100'000 | 100'000 | 54'740 | 54'740 | 49'321 CHF | 50'318 CHF | 94.40% | 94.40% |
06.05.2024 | 2.96% | 0.37 CHF | 0.38 CHF | 140'000 | 100'000 | 155'354 | 100'000 | 51'741 CHF | 34'439 CHF | 98.68% | 98.68% |
03.05.2024 | 3.81% | 0.28 CHF | 0.29 CHF | 180'000 | 100'000 | 197'291 | 100'000 | 50'843 CHF | 26'817 CHF | 96.36% | 96.36% |