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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.54% | 1.85 CHF | 1.86 CHF | 100'000 | 100'000 | 99'063 | 99'063 | 183'321 CHF | 184'313 CHF | 100.00% | 100.00% |
14.05.2024 | 0.55% | 1.85 CHF | 1.86 CHF | 100'000 | 100'000 | 98'931 | 98'931 | 182'936 CHF | 183'927 CHF | 99.44% | 99.44% |
13.05.2024 | 0.54% | 1.86 CHF | 1.87 CHF | 100'000 | 100'000 | 99'060 | 99'060 | 183'983 CHF | 184'974 CHF | 100.00% | 100.00% |
10.05.2024 | 0.54% | 1.87 CHF | 1.88 CHF | 100'000 | 100'000 | 99'266 | 99'266 | 185'459 CHF | 186'452 CHF | 99.32% | 99.32% |
08.05.2024 | 0.53% | 1.89 CHF | 1.90 CHF | 100'000 | 100'000 | 99'780 | 99'780 | 188'406 CHF | 189'404 CHF | 99.44% | 99.44% |
07.05.2024 | 0.53% | 1.89 CHF | 1.90 CHF | 100'000 | 100'000 | 98'978 | 98'978 | 186'946 CHF | 187'937 CHF | 99.67% | 99.67% |
06.05.2024 | 0.53% | 1.89 CHF | 1.90 CHF | 100'000 | 100'000 | 98'855 | 98'855 | 187'136 CHF | 188'125 CHF | 98.47% | 98.47% |
03.05.2024 | 0.52% | 1.90 CHF | 1.91 CHF | 100'000 | 100'000 | 99'684 | 99'684 | 190'199 CHF | 191'196 CHF | 98.43% | 98.43% |
02.05.2024 | 0.52% | 1.92 CHF | 1.93 CHF | 100'000 | 100'000 | 99'701 | 99'701 | 191'346 CHF | 192'343 CHF | 99.50% | 99.50% |
30.04.2024 | 0.52% | 1.92 CHF | 1.93 CHF | 100'000 | 100'000 | 99'316 | 99'316 | 190'687 CHF | 191'681 CHF | 99.59% | 99.59% |