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 | 0.68% | 1.46 CHF | 1.47 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 145'573 CHF | 146'573 CHF | 99.90% | 99.90% |
15.05.2024 | 0.66% | 1.46 CHF | 1.47 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 150'070 CHF | 151'070 CHF | 100.00% | 100.00% |
14.05.2024 | 0.64% | 1.54 CHF | 1.55 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 156'600 CHF | 157'600 CHF | 99.76% | 99.76% |
13.05.2024 | 0.63% | 1.57 CHF | 1.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 157'643 CHF | 158'643 CHF | 100.00% | 100.00% |
10.05.2024 | 0.63% | 1.61 CHF | 1.62 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 159'296 CHF | 160'296 CHF | 100.00% | 100.00% |
08.05.2024 | 0.61% | 1.63 CHF | 1.64 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 163'916 CHF | 164'916 CHF | 96.88% | 96.88% |
07.05.2024 | 0.63% | 1.58 CHF | 1.59 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 158'177 CHF | 159'177 CHF | 99.83% | 99.83% |
06.05.2024 | 0.64% | 1.56 CHF | 1.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 154'862 CHF | 155'862 CHF | 99.76% | 99.76% |
03.05.2024 | 0.64% | 1.58 CHF | 1.59 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 156'935 CHF | 157'935 CHF | 99.98% | 99.98% |
02.05.2024 | 0.61% | 1.65 CHF | 1.66 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 162'630 CHF | 163'630 CHF | 100.00% | 100.00% |