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 | 0.57% | 1.77 CHF | 1.78 CHF | 150'000 | 150'000 | 149'884 | 149'881 | 264'364 CHF | 265'860 CHF | 100.00% | 100.00% |
15.05.2024 | 0.48% | 1.85 CHF | 1.86 CHF | 150'000 | 150'000 | 149'699 | 149'665 | 311'958 CHF | 313'387 CHF | 99.83% | 99.83% |
14.05.2024 | 0.44% | 2.26 CHF | 2.27 CHF | 150'000 | 150'000 | 149'969 | 149'966 | 343'138 CHF | 344'631 CHF | 99.87% | 99.87% |
13.05.2024 | 0.42% | 2.39 CHF | 2.40 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 356'762 CHF | 358'262 CHF | 100.00% | 100.00% |
10.05.2024 | 0.45% | 2.38 CHF | 2.39 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 333'813 CHF | 335'313 CHF | 100.00% | 100.00% |
08.05.2024 | 0.35% | 2.75 CHF | 2.76 CHF | 150'000 | 150'000 | 149'967 | 149'967 | 422'821 CHF | 424'321 CHF | 99.29% | 99.29% |
07.05.2024 | 0.36% | 2.78 CHF | 2.79 CHF | 150'000 | 150'000 | 149'898 | 149'898 | 418'175 CHF | 419'675 CHF | 100.00% | 100.00% |
06.05.2024 | 0.35% | 2.81 CHF | 2.82 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 426'010 CHF | 427'510 CHF | 100.00% | 100.00% |
03.05.2024 | 0.32% | 3.22 CHF | 3.23 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 473'220 CHF | 474'720 CHF | 98.69% | 98.69% |
02.05.2024 | 0.31% | 3.13 CHF | 3.14 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 484'431 CHF | 485'931 CHF | 99.98% | 99.98% |