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 | 0.70% | 1.42 CHF | 1.43 CHF | 100'000 | 100'000 | 99'063 | 99'063 | 141'539 CHF | 142'531 CHF | 100.00% | 100.00% |
15.05.2024 | 0.69% | 1.44 CHF | 1.45 CHF | 100'000 | 100'000 | 99'063 | 99'063 | 143'590 CHF | 144'581 CHF | 100.00% | 100.00% |
14.05.2024 | 0.70% | 1.43 CHF | 1.44 CHF | 100'000 | 100'000 | 99'318 | 99'318 | 142'589 CHF | 143'583 CHF | 99.01% | 99.01% |
13.05.2024 | 0.69% | 1.45 CHF | 1.46 CHF | 100'000 | 100'000 | 99'061 | 99'061 | 144'084 CHF | 145'075 CHF | 100.00% | 100.00% |
10.05.2024 | 0.69% | 1.48 CHF | 1.49 CHF | 100'000 | 100'000 | 99'175 | 99'175 | 145'577 CHF | 146'569 CHF | 99.43% | 99.43% |
08.05.2024 | 0.68% | 1.48 CHF | 1.49 CHF | 100'000 | 100'000 | 99'729 | 99'729 | 147'593 CHF | 148'591 CHF | 99.51% | 99.51% |
07.05.2024 | 0.68% | 1.49 CHF | 1.50 CHF | 100'000 | 100'000 | 98'970 | 98'970 | 147'505 CHF | 148'495 CHF | 99.74% | 99.74% |
06.05.2024 | 0.69% | 1.49 CHF | 1.50 CHF | 100'000 | 100'000 | 98'290 | 98'290 | 145'389 CHF | 146'374 CHF | 68.66% | 98.57% |
03.05.2024 | 0.69% | 1.48 CHF | 1.49 CHF | 100'000 | 100'000 | 99'684 | 99'684 | 145'416 CHF | 146'413 CHF | 98.06% | 98.06% |
02.05.2024 | 0.66% | 1.51 CHF | 1.52 CHF | 100'000 | 100'000 | 99'638 | 99'638 | 150'207 CHF | 151'204 CHF | 99.16% | 99.16% |