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 | 0.40% | 2.55 CHF | 2.56 CHF | 100'000 | 100'000 | 60'879 | 60'879 | 153'797 CHF | 154'406 CHF | 99.55% | 99.55% |
15.05.2024 | 0.45% | 2.46 CHF | 2.47 CHF | 100'000 | 100'000 | 60'872 | 60'872 | 137'199 CHF | 137'808 CHF | 99.28% | 99.28% |
14.05.2024 | 0.48% | 2.13 CHF | 2.14 CHF | 100'000 | 100'000 | 60'866 | 60'866 | 126'588 CHF | 127'197 CHF | 99.65% | 99.65% |
13.05.2024 | 0.48% | 2.09 CHF | 2.10 CHF | 100'000 | 100'000 | 60'917 | 60'917 | 127'046 CHF | 127'655 CHF | 99.19% | 99.19% |
10.05.2024 | 0.48% | 2.06 CHF | 2.07 CHF | 100'000 | 100'000 | 60'610 | 60'610 | 125'565 CHF | 126'171 CHF | 98.45% | 98.45% |
08.05.2024 | 0.47% | 2.10 CHF | 2.11 CHF | 100'000 | 100'000 | 60'873 | 60'873 | 128'380 CHF | 128'989 CHF | 99.58% | 99.58% |
07.05.2024 | 0.46% | 2.12 CHF | 2.13 CHF | 100'000 | 100'000 | 61'010 | 61'010 | 131'240 CHF | 131'850 CHF | 98.37% | 98.37% |
06.05.2024 | 0.49% | 2.21 CHF | 2.22 CHF | 100'000 | 100'000 | 60'957 | 60'957 | 126'077 CHF | 126'687 CHF | 98.34% | 98.34% |
03.05.2024 | 0.56% | 1.86 CHF | 1.87 CHF | 100'000 | 100'000 | 60'791 | 60'791 | 110'210 CHF | 110'818 CHF | 99.49% | 99.49% |
02.05.2024 | 0.63% | 1.65 CHF | 1.66 CHF | 100'000 | 100'000 | 61'026 | 61'026 | 97'131 CHF | 97'741 CHF | 98.21% | 98.21% |