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 | 0.55% | 1.83 CHF | 1.84 CHF | 100'000 | 100'000 | 99'062 | 99'062 | 181'250 CHF | 182'241 CHF | 100.00% | 100.00% |
16.05.2024 | 0.53% | 1.88 CHF | 1.89 CHF | 100'000 | 100'000 | 99'062 | 99'062 | 186'880 CHF | 187'872 CHF | 100.00% | 100.00% |
15.05.2024 | 0.53% | 1.90 CHF | 1.91 CHF | 100'000 | 100'000 | 99'063 | 99'063 | 188'815 CHF | 189'807 CHF | 100.00% | 100.00% |
14.05.2024 | 0.53% | 1.89 CHF | 1.90 CHF | 100'000 | 100'000 | 99'383 | 99'383 | 187'978 CHF | 188'972 CHF | 98.94% | 98.94% |
13.05.2024 | 0.53% | 1.91 CHF | 1.92 CHF | 100'000 | 100'000 | 99'061 | 99'061 | 189'195 CHF | 190'187 CHF | 100.00% | 100.00% |
10.05.2024 | 0.52% | 1.93 CHF | 1.94 CHF | 100'000 | 100'000 | 99'188 | 99'188 | 190'712 CHF | 191'705 CHF | 97.63% | 99.63% |
08.05.2024 | 0.52% | 1.93 CHF | 1.94 CHF | 100'000 | 100'000 | 99'736 | 99'736 | 192'994 CHF | 193'991 CHF | 99.49% | 99.49% |
07.05.2024 | 0.52% | 1.94 CHF | 1.95 CHF | 100'000 | 100'000 | 98'974 | 98'974 | 192'528 CHF | 193'519 CHF | 99.73% | 99.73% |
06.05.2024 | 0.52% | 1.94 CHF | 1.95 CHF | 100'000 | 100'000 | 98'620 | 98'620 | 190'980 CHF | 191'968 CHF | 83.86% | 98.71% |
03.05.2024 | 0.52% | 1.93 CHF | 1.94 CHF | 100'000 | 100'000 | 99'834 | 99'834 | 191'133 CHF | 192'131 CHF | 97.89% | 98.55% |