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% | 1.75 CHF | 1.76 CHF | 100'000 | 100'000 | 99'854 | 99'854 | 175'952 CHF | 176'952 CHF | 95.34% | 95.34% |
15.05.2024 | 0.56% | 1.80 CHF | 1.81 CHF | 100'000 | 100'000 | 99'809 | 99'809 | 177'143 CHF | 178'143 CHF | 96.48% | 96.48% |
14.05.2024 | 0.59% | 1.74 CHF | 1.75 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 169'648 CHF | 170'648 CHF | 96.58% | 96.58% |
13.05.2024 | 0.59% | 1.69 CHF | 1.70 CHF | 100'000 | 100'000 | 99'984 | 99'984 | 170'233 CHF | 171'233 CHF | 96.61% | 96.61% |
10.05.2024 | 0.62% | 1.64 CHF | 1.65 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 160'138 CHF | 161'138 CHF | 95.34% | 95.34% |
08.05.2024 | 0.64% | 1.55 CHF | 1.56 CHF | 100'000 | 100'000 | 99'982 | 99'982 | 156'617 CHF | 157'617 CHF | 91.83% | 91.83% |
07.05.2024 | 0.59% | 1.67 CHF | 1.68 CHF | 110'000 | 110'000 | 103'523 | 103'523 | 175'750 CHF | 176'788 CHF | 86.11% | 86.11% |
06.05.2024 | 0.79% | 1.29 CHF | 1.30 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 138'896 CHF | 139'996 CHF | 99.79% | 99.79% |
03.05.2024 | 0.82% | 1.23 CHF | 1.24 CHF | 110'000 | 110'000 | 110'092 | 110'092 | 133'065 CHF | 134'165 CHF | 99.95% | 99.95% |
02.05.2024 | 0.84% | 1.17 CHF | 1.18 CHF | 120'000 | 120'000 | 118'722 | 118'722 | 140'709 CHF | 141'896 CHF | 99.98% | 99.98% |