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 | 0.41% | 7.29 CHF | 7.30 CHF | 100'000 | 100'000 | 84'236 | 84'236 | 613'418 CHF | 614'655 CHF | 99.00% | 99.00% |
15.05.2024 | 0.64% | 7.06 CHF | 7.17 CHF | 20'000 | 20'000 | 73'236 | 73'236 | 485'100 CHF | 486'502 CHF | 96.83% | 96.83% |
14.05.2024 | 0.18% | 6.34 CHF | 6.35 CHF | 100'000 | 100'000 | 98'952 | 98'952 | 622'789 CHF | 623'805 CHF | 97.89% | 97.89% |
13.05.2024 | 0.19% | 6.08 CHF | 6.09 CHF | 100'000 | 100'000 | 98'502 | 98'502 | 600'325 CHF | 601'347 CHF | 100.00% | 100.00% |
10.05.2024 | 0.16% | 6.11 CHF | 6.12 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 642'114 CHF | 643'114 CHF | 98.68% | 98.68% |
08.05.2024 | 0.19% | 5.40 CHF | 5.41 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 526'386 CHF | 527'386 CHF | 100.00% | 100.00% |
07.05.2024 | 0.19% | 5.32 CHF | 5.33 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 531'002 CHF | 532'002 CHF | 99.95% | 99.95% |
06.05.2024 | 0.38% | 5.26 CHF | 5.27 CHF | 100'000 | 100'000 | 92'152 | 92'152 | 477'298 CHF | 478'416 CHF | 99.99% | 99.99% |
03.05.2024 | 0.60% | 4.44 CHF | 4.45 CHF | 100'000 | 100'000 | 86'223 | 86'223 | 396'401 CHF | 397'608 CHF | 96.91% | 96.91% |
02.05.2024 | 0.37% | 4.73 CHF | 4.74 CHF | 100'000 | 100'000 | 94'476 | 94'476 | 425'777 CHF | 426'860 CHF | 99.39% | 99.39% |