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 | 0.45% | 2.22 CHF | 2.23 CHF | 100'000 | 100'000 | 60'880 | 60'880 | 134'195 CHF | 134'803 CHF | 99.55% | 99.55% |
15.05.2024 | 0.52% | 2.14 CHF | 2.15 CHF | 100'000 | 100'000 | 60'897 | 60'897 | 117'626 CHF | 118'235 CHF | 99.36% | 99.36% |
14.05.2024 | 0.57% | 1.81 CHF | 1.82 CHF | 100'000 | 100'000 | 60'842 | 60'842 | 106'861 CHF | 107'469 CHF | 99.59% | 99.59% |
13.05.2024 | 0.56% | 1.77 CHF | 1.78 CHF | 100'000 | 100'000 | 60'916 | 60'916 | 107'348 CHF | 107'957 CHF | 99.18% | 99.18% |
10.05.2024 | 0.57% | 1.74 CHF | 1.75 CHF | 100'000 | 100'000 | 60'657 | 60'657 | 106'072 CHF | 106'679 CHF | 98.57% | 98.57% |
08.05.2024 | 0.56% | 1.78 CHF | 1.79 CHF | 100'000 | 100'000 | 60'872 | 60'872 | 108'696 CHF | 109'305 CHF | 99.58% | 99.58% |
07.05.2024 | 0.54% | 1.80 CHF | 1.81 CHF | 100'000 | 100'000 | 61'009 | 61'009 | 111'547 CHF | 112'157 CHF | 98.38% | 98.38% |
06.05.2024 | 0.58% | 1.88 CHF | 1.89 CHF | 100'000 | 100'000 | 60'958 | 60'958 | 106'469 CHF | 107'078 CHF | 98.33% | 98.33% |
03.05.2024 | 0.68% | 1.54 CHF | 1.55 CHF | 100'000 | 100'000 | 60'851 | 60'851 | 90'701 CHF | 91'310 CHF | 99.62% | 99.62% |
02.05.2024 | 0.79% | 1.32 CHF | 1.33 CHF | 100'000 | 100'000 | 61'026 | 61'026 | 77'313 CHF | 77'924 CHF | 98.21% | 98.21% |