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 | 0.59% | 1.64 CHF | 1.65 CHF | 100'000 | 100'000 | 48'211 | 40'625 | 80'764 CHF | 68'385 CHF | 98.90% | 98.90% |
15.05.2024 | 0.62% | 1.62 CHF | 1.63 CHF | 100'000 | 100'000 | 54'338 | 40'808 | 87'518 CHF | 66'286 CHF | 97.51% | 97.51% |
14.05.2024 | 0.65% | 1.61 CHF | 1.62 CHF | 100'000 | 100'000 | 54'432 | 40'998 | 83'948 CHF | 63'611 CHF | 97.11% | 97.11% |
13.05.2024 | 0.61% | 1.55 CHF | 1.56 CHF | 100'000 | 100'000 | 53'224 | 40'109 | 86'219 CHF | 64'872 CHF | 99.00% | 99.00% |
10.05.2024 | 0.59% | 1.62 CHF | 1.63 CHF | 100'000 | 100'000 | 47'045 | 40'160 | 79'177 CHF | 67'793 CHF | 97.15% | 97.15% |
08.05.2024 | 0.62% | 1.68 CHF | 1.69 CHF | 100'000 | 100'000 | 54'065 | 40'453 | 87'581 CHF | 66'250 CHF | 98.40% | 98.40% |
07.05.2024 | 0.65% | 1.58 CHF | 1.59 CHF | 100'000 | 100'000 | 54'138 | 40'490 | 83'465 CHF | 62'824 CHF | 98.75% | 98.75% |
06.05.2024 | 0.70% | 1.46 CHF | 1.47 CHF | 100'000 | 100'000 | 54'152 | 40'606 | 77'269 CHF | 58'326 CHF | 99.03% | 99.03% |
03.05.2024 | 1.31% | 1.35 CHF | 1.40 CHF | 10'000 | 10'000 | 37'763 | 24'202 | 48'195 CHF | 31'346 CHF | 96.96% | 96.96% |
02.05.2024 | 1.03% | 1.24 CHF | 1.29 CHF | 10'000 | 10'000 | 46'934 | 33'238 | 59'741 CHF | 42'326 CHF | 98.50% | 98.50% |