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 | 0.63% | 1.59 CHF | 1.60 CHF | 100'000 | 100'000 | 99'063 | 99'063 | 158'147 CHF | 159'139 CHF | 100.00% | 100.00% |
14.05.2024 | 0.63% | 1.58 CHF | 1.59 CHF | 100'000 | 100'000 | 99'482 | 99'482 | 157'426 CHF | 158'421 CHF | 98.98% | 98.98% |
13.05.2024 | 0.63% | 1.60 CHF | 1.61 CHF | 100'000 | 100'000 | 99'060 | 99'060 | 158'547 CHF | 159'539 CHF | 100.00% | 100.00% |
10.05.2024 | 0.62% | 1.62 CHF | 1.63 CHF | 100'000 | 100'000 | 99'156 | 99'156 | 159'961 CHF | 160'953 CHF | 96.51% | 99.41% |
08.05.2024 | 0.62% | 1.62 CHF | 1.63 CHF | 100'000 | 100'000 | 99'712 | 99'712 | 162'132 CHF | 163'130 CHF | 99.52% | 99.52% |
07.05.2024 | 0.62% | 1.63 CHF | 1.64 CHF | 100'000 | 100'000 | 98'971 | 98'971 | 161'965 CHF | 162'955 CHF | 99.74% | 99.74% |
06.05.2024 | 0.62% | 1.64 CHF | 1.65 CHF | 100'000 | 100'000 | 98'644 | 98'644 | 160'551 CHF | 161'539 CHF | 83.85% | 98.70% |
03.05.2024 | 0.62% | 1.62 CHF | 1.63 CHF | 100'000 | 100'000 | 99'809 | 99'809 | 160'215 CHF | 161'213 CHF | 94.34% | 94.99% |
02.05.2024 | 0.61% | 1.66 CHF | 1.67 CHF | 100'000 | 100'000 | 99'639 | 99'639 | 164'763 CHF | 165'760 CHF | 99.35% | 99.35% |
30.04.2024 | 0.61% | 1.65 CHF | 1.66 CHF | 100'000 | 100'000 | 99'406 | 99'406 | 162'327 CHF | 163'322 CHF | 99.55% | 99.55% |