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 | 0.64% | 1.57 CHF | 1.58 CHF | 100'000 | 100'000 | 99'063 | 99'063 | 155'059 CHF | 156'050 CHF | 100.00% | 100.00% |
14.05.2024 | 0.65% | 1.56 CHF | 1.57 CHF | 100'000 | 100'000 | 98'931 | 98'931 | 154'669 CHF | 155'659 CHF | 99.44% | 99.44% |
13.05.2024 | 0.64% | 1.57 CHF | 1.58 CHF | 100'000 | 100'000 | 99'061 | 99'061 | 155'547 CHF | 156'539 CHF | 100.00% | 100.00% |
10.05.2024 | 0.64% | 1.58 CHF | 1.59 CHF | 100'000 | 100'000 | 99'230 | 99'230 | 156'867 CHF | 157'861 CHF | 99.57% | 99.57% |
08.05.2024 | 0.62% | 1.60 CHF | 1.61 CHF | 100'000 | 100'000 | 99'729 | 99'729 | 159'835 CHF | 160'833 CHF | 99.48% | 99.48% |
07.05.2024 | 0.63% | 1.60 CHF | 1.61 CHF | 100'000 | 100'000 | 99'007 | 99'007 | 158'585 CHF | 159'576 CHF | 99.67% | 99.67% |
06.05.2024 | 0.63% | 1.61 CHF | 1.62 CHF | 100'000 | 100'000 | 98'817 | 98'817 | 159'334 CHF | 160'324 CHF | 98.53% | 98.53% |
03.05.2024 | 0.62% | 1.62 CHF | 1.63 CHF | 100'000 | 100'000 | 99'563 | 99'563 | 161'452 CHF | 162'448 CHF | 98.87% | 98.87% |
02.05.2024 | 0.61% | 1.64 CHF | 1.65 CHF | 100'000 | 100'000 | 99'678 | 99'678 | 162'843 CHF | 163'840 CHF | 99.53% | 99.53% |
30.04.2024 | 0.61% | 1.64 CHF | 1.65 CHF | 100'000 | 100'000 | 99'470 | 99'470 | 162'409 CHF | 163'404 CHF | 99.38% | 99.38% |