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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.05.2024 | 0.66% | 2.78 CHF | 2.79 CHF | 100'000 | 100'000 | 40'385 | 40'385 | 110'070 CHF | 110'658 CHF | 98.28% | 98.28% |
21.05.2024 | 0.66% | 2.55 CHF | 2.56 CHF | 100'000 | 100'000 | 40'495 | 40'495 | 106'448 CHF | 107'041 CHF | 99.66% | 99.66% |
17.05.2024 | 0.64% | 2.82 CHF | 2.83 CHF | 100'000 | 100'000 | 40'493 | 40'493 | 113'665 CHF | 114'257 CHF | 99.66% | 99.66% |
16.05.2024 | 0.60% | 2.93 CHF | 2.94 CHF | 100'000 | 100'000 | 40'494 | 40'494 | 119'915 CHF | 120'508 CHF | 99.66% | 99.66% |
15.05.2024 | 0.60% | 2.87 CHF | 2.88 CHF | 100'000 | 100'000 | 40'503 | 40'503 | 117'326 CHF | 117'919 CHF | 99.61% | 99.61% |
14.05.2024 | 0.60% | 2.90 CHF | 2.91 CHF | 100'000 | 100'000 | 40'546 | 40'546 | 117'952 CHF | 118'544 CHF | 98.85% | 98.85% |
13.05.2024 | 0.57% | 2.99 CHF | 3.00 CHF | 100'000 | 100'000 | 40'493 | 40'493 | 123'891 CHF | 124'483 CHF | 99.66% | 99.66% |
10.05.2024 | 0.55% | 3.10 CHF | 3.11 CHF | 100'000 | 100'000 | 40'035 | 40'035 | 129'178 CHF | 129'768 CHF | 98.25% | 98.25% |
08.05.2024 | 0.56% | 3.15 CHF | 3.16 CHF | 100'000 | 100'000 | 40'545 | 40'545 | 127'403 CHF | 127'996 CHF | 99.40% | 99.40% |
07.05.2024 | 0.56% | 3.24 CHF | 3.25 CHF | 100'000 | 100'000 | 40'491 | 40'491 | 129'121 CHF | 129'714 CHF | 99.66% | 99.66% |