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 | 0.50% | 2.01 CHF | 2.02 CHF | 100'000 | 100'000 | 99'063 | 99'063 | 199'829 CHF | 200'821 CHF | 100.00% | 100.00% |
15.05.2024 | 0.49% | 2.03 CHF | 2.04 CHF | 100'000 | 100'000 | 99'063 | 99'063 | 201'752 CHF | 202'744 CHF | 100.00% | 100.00% |
14.05.2024 | 0.50% | 2.02 CHF | 2.03 CHF | 100'000 | 100'000 | 99'410 | 99'410 | 201'052 CHF | 202'047 CHF | 98.97% | 98.97% |
13.05.2024 | 0.49% | 2.04 CHF | 2.05 CHF | 100'000 | 100'000 | 99'060 | 99'060 | 202'168 CHF | 203'160 CHF | 100.00% | 100.00% |
10.05.2024 | 0.49% | 2.06 CHF | 2.07 CHF | 100'000 | 100'000 | 99'239 | 99'239 | 203'790 CHF | 204'783 CHF | 93.35% | 99.47% |
08.05.2024 | 0.48% | 2.06 CHF | 2.07 CHF | 100'000 | 100'000 | 99'764 | 99'764 | 206'209 CHF | 207'207 CHF | 99.46% | 99.46% |
07.05.2024 | 0.49% | 2.07 CHF | 2.08 CHF | 100'000 | 100'000 | 98'976 | 98'976 | 205'618 CHF | 206'609 CHF | 96.30% | 99.62% |
06.05.2024 | 0.49% | 2.08 CHF | 2.09 CHF | 100'000 | 100'000 | 98'816 | 98'816 | 204'417 CHF | 205'406 CHF | 95.60% | 98.47% |
03.05.2024 | 0.49% | 2.06 CHF | 2.07 CHF | 100'000 | 100'000 | 99'677 | 99'677 | 203'892 CHF | 204'890 CHF | 97.71% | 98.35% |
02.05.2024 | 0.48% | 2.10 CHF | 2.11 CHF | 100'000 | 100'000 | 99'706 | 99'706 | 208'877 CHF | 209'874 CHF | 98.89% | 98.89% |