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 | 0.47% | 2.16 CHF | 2.17 CHF | 100'000 | 100'000 | 99'060 | 99'060 | 214'644 CHF | 215'635 CHF | 100.00% | 100.00% |
15.05.2024 | 0.46% | 2.18 CHF | 2.19 CHF | 100'000 | 100'000 | 99'058 | 99'058 | 216'565 CHF | 217'556 CHF | 100.00% | 100.00% |
14.05.2024 | 0.46% | 2.17 CHF | 2.18 CHF | 100'000 | 100'000 | 99'507 | 99'507 | 216'101 CHF | 217'097 CHF | 98.94% | 98.94% |
13.05.2024 | 0.46% | 2.19 CHF | 2.20 CHF | 100'000 | 100'000 | 99'057 | 99'057 | 216'956 CHF | 217'948 CHF | 100.00% | 100.00% |
10.05.2024 | 0.46% | 2.21 CHF | 2.22 CHF | 100'000 | 100'000 | 99'252 | 99'252 | 218'645 CHF | 219'638 CHF | 96.41% | 99.31% |
08.05.2024 | 0.45% | 2.21 CHF | 2.22 CHF | 100'000 | 100'000 | 99'445 | 99'445 | 220'338 CHF | 221'333 CHF | 99.66% | 99.66% |
07.05.2024 | 0.45% | 2.22 CHF | 2.23 CHF | 100'000 | 100'000 | 98'969 | 98'969 | 220'354 CHF | 221'345 CHF | 99.66% | 99.66% |
06.05.2024 | 0.46% | 2.22 CHF | 2.23 CHF | 100'000 | 100'000 | 98'756 | 98'756 | 218'968 CHF | 219'957 CHF | 83.51% | 98.35% |
03.05.2024 | 0.46% | 2.21 CHF | 2.22 CHF | 100'000 | 100'000 | 99'667 | 99'667 | 218'789 CHF | 219'786 CHF | 94.78% | 95.42% |
02.05.2024 | 0.45% | 2.25 CHF | 2.26 CHF | 100'000 | 100'000 | 99'708 | 99'708 | 223'704 CHF | 224'702 CHF | 99.28% | 99.28% |