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 | 0.52% | 1.94 CHF | 1.95 CHF | 100'000 | 100'000 | 99'062 | 99'062 | 192'194 CHF | 193'186 CHF | 99.93% | 100.00% |
15.05.2024 | 0.51% | 1.96 CHF | 1.97 CHF | 100'000 | 100'000 | 99'063 | 99'063 | 194'465 CHF | 195'457 CHF | 100.00% | 100.00% |
14.05.2024 | 0.52% | 1.95 CHF | 1.96 CHF | 100'000 | 100'000 | 99'411 | 99'411 | 193'671 CHF | 194'666 CHF | 98.91% | 98.91% |
13.05.2024 | 0.51% | 1.97 CHF | 1.98 CHF | 100'000 | 100'000 | 99'062 | 99'062 | 194'802 CHF | 195'793 CHF | 100.00% | 100.00% |
10.05.2024 | 0.51% | 1.99 CHF | 2.00 CHF | 100'000 | 100'000 | 99'405 | 99'405 | 196'860 CHF | 197'855 CHF | 99.35% | 99.35% |
08.05.2024 | 0.50% | 1.99 CHF | 2.00 CHF | 100'000 | 100'000 | 99'763 | 99'763 | 198'587 CHF | 199'584 CHF | 99.47% | 99.47% |
07.05.2024 | 0.50% | 2.00 CHF | 2.01 CHF | 100'000 | 100'000 | 98'972 | 98'972 | 198'121 CHF | 199'112 CHF | 99.66% | 99.66% |
06.05.2024 | 0.51% | 2.00 CHF | 2.01 CHF | 100'000 | 100'000 | 98'743 | 98'743 | 196'908 CHF | 197'897 CHF | 94.76% | 98.32% |
03.05.2024 | 0.51% | 1.99 CHF | 2.00 CHF | 100'000 | 100'000 | 99'574 | 99'574 | 196'344 CHF | 197'340 CHF | 98.73% | 98.73% |
02.05.2024 | 0.50% | 2.02 CHF | 2.03 CHF | 100'000 | 100'000 | 99'707 | 99'707 | 201'346 CHF | 202'343 CHF | 99.50% | 99.50% |