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 | 0.51% | 1.94 CHF | 1.95 CHF | 100'000 | 100'000 | 99'864 | 99'864 | 194'927 CHF | 195'927 CHF | 97.81% | 97.81% |
15.05.2024 | 0.51% | 1.99 CHF | 2.00 CHF | 100'000 | 100'000 | 99'812 | 99'812 | 196'113 CHF | 197'113 CHF | 98.85% | 98.85% |
14.05.2024 | 0.53% | 1.92 CHF | 1.93 CHF | 100'000 | 100'000 | 99'946 | 99'946 | 188'374 CHF | 189'374 CHF | 98.70% | 98.70% |
13.05.2024 | 0.53% | 1.88 CHF | 1.89 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 189'105 CHF | 190'105 CHF | 98.91% | 98.91% |
10.05.2024 | 0.56% | 1.83 CHF | 1.84 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 178'901 CHF | 179'901 CHF | 98.83% | 98.83% |
08.05.2024 | 0.57% | 1.73 CHF | 1.74 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 175'335 CHF | 176'335 CHF | 93.86% | 93.86% |
07.05.2024 | 0.53% | 1.86 CHF | 1.87 CHF | 100'000 | 100'000 | 99'755 | 99'755 | 188'234 CHF | 189'234 CHF | 91.55% | 91.55% |
06.05.2024 | 0.69% | 1.46 CHF | 1.47 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 158'234 CHF | 159'334 CHF | 99.62% | 99.62% |
03.05.2024 | 0.72% | 1.40 CHF | 1.41 CHF | 110'000 | 110'000 | 110'050 | 110'050 | 152'204 CHF | 153'305 CHF | 99.61% | 99.61% |
02.05.2024 | 0.73% | 1.34 CHF | 1.35 CHF | 120'000 | 120'000 | 118'722 | 118'722 | 161'286 CHF | 162'473 CHF | 100.00% | 100.00% |