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 | 0.35% | 8.63 CHF | 8.64 CHF | 100'000 | 100'000 | 84'236 | 84'236 | 725'612 CHF | 726'849 CHF | 99.00% | 99.00% |
15.05.2024 | 0.54% | 8.39 CHF | 8.50 CHF | 20'000 | 20'000 | 73'247 | 73'247 | 582'975 CHF | 584'377 CHF | 96.82% | 96.82% |
14.05.2024 | 0.15% | 7.68 CHF | 7.69 CHF | 100'000 | 100'000 | 98'952 | 98'952 | 755'202 CHF | 756'218 CHF | 97.88% | 97.88% |
13.05.2024 | 0.16% | 7.42 CHF | 7.43 CHF | 100'000 | 100'000 | 98'502 | 98'502 | 731'958 CHF | 732'981 CHF | 100.00% | 100.00% |
10.05.2024 | 0.13% | 7.45 CHF | 7.46 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 775'724 CHF | 776'724 CHF | 98.67% | 98.67% |
08.05.2024 | 0.15% | 6.74 CHF | 6.75 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 660'693 CHF | 661'693 CHF | 100.00% | 100.00% |
07.05.2024 | 0.15% | 6.66 CHF | 6.67 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 665'036 CHF | 666'036 CHF | 99.95% | 99.95% |
06.05.2024 | 0.30% | 6.60 CHF | 6.61 CHF | 100'000 | 100'000 | 92'152 | 92'152 | 600'518 CHF | 601'636 CHF | 99.99% | 99.99% |
03.05.2024 | 0.46% | 5.77 CHF | 5.78 CHF | 100'000 | 100'000 | 86'356 | 86'356 | 512'627 CHF | 513'832 CHF | 96.66% | 96.66% |
02.05.2024 | 0.29% | 6.08 CHF | 6.09 CHF | 100'000 | 100'000 | 94'455 | 94'455 | 552'834 CHF | 553'917 CHF | 99.44% | 99.44% |