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 | 0.60% | 1.64 CHF | 1.65 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 165'179 CHF | 166'179 CHF | 99.34% | 99.34% |
15.05.2024 | 0.61% | 1.69 CHF | 1.70 CHF | 100'000 | 100'000 | 99'236 | 99'236 | 165'028 CHF | 166'031 CHF | 98.95% | 98.95% |
14.05.2024 | 0.64% | 1.61 CHF | 1.62 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 156'331 CHF | 157'331 CHF | 100.00% | 100.00% |
13.05.2024 | 0.63% | 1.56 CHF | 1.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 157'243 CHF | 158'243 CHF | 99.37% | 99.37% |
10.05.2024 | 0.69% | 1.50 CHF | 1.51 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 144'150 CHF | 145'150 CHF | 100.00% | 100.00% |
08.05.2024 | 0.72% | 1.37 CHF | 1.38 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 139'091 CHF | 140'091 CHF | 100.00% | 100.00% |
07.05.2024 | 1.19% | 1.52 CHF | 1.53 CHF | 100'000 | 100'000 | 54'740 | 54'740 | 84'646 CHF | 85'622 CHF | 94.40% | 94.40% |
06.05.2024 | 1.02% | 1.01 CHF | 1.02 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 97'888 CHF | 98'888 CHF | 98.68% | 98.68% |
03.05.2024 | 1.10% | 0.93 CHF | 0.94 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 90'362 CHF | 91'362 CHF | 97.82% | 97.82% |
02.05.2024 | 1.15% | 0.85 CHF | 0.86 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 86'821 CHF | 87'821 CHF | 85.86% | 85.86% |