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 | 0.63% | 1.58 CHF | 1.59 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 157'468 CHF | 158'468 CHF | 97.75% | 97.75% |
15.05.2024 | 0.62% | 1.58 CHF | 1.59 CHF | 100'000 | 100'000 | 99'757 | 99'757 | 162'820 CHF | 163'827 CHF | 98.90% | 98.90% |
14.05.2024 | 0.62% | 1.62 CHF | 1.63 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 160'858 CHF | 161'858 CHF | 99.50% | 99.50% |
13.05.2024 | 0.62% | 1.62 CHF | 1.63 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 160'805 CHF | 161'805 CHF | 99.80% | 99.80% |
10.05.2024 | 0.61% | 1.61 CHF | 1.62 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 163'336 CHF | 164'336 CHF | 100.00% | 100.00% |
08.05.2024 | 0.58% | 1.69 CHF | 1.70 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 173'428 CHF | 174'428 CHF | 100.00% | 100.00% |
07.05.2024 | 0.54% | 1.81 CHF | 1.82 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 184'453 CHF | 185'453 CHF | 97.06% | 97.06% |
06.05.2024 | 0.56% | 1.85 CHF | 1.86 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 179'216 CHF | 180'216 CHF | 100.00% | 100.00% |
03.05.2024 | 0.55% | 1.83 CHF | 1.84 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 181'355 CHF | 182'355 CHF | 97.94% | 97.94% |
02.05.2024 | 0.54% | 1.84 CHF | 1.85 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 183'058 CHF | 184'058 CHF | 99.41% | 99.41% |