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 | 0.74% | 2.28 CHF | 2.29 CHF | 100'000 | 100'000 | 66'229 | 66'229 | 149'627 CHF | 150'627 CHF | 99.26% | 99.26% |
15.05.2024 | 0.61% | 2.02 CHF | 2.04 CHF | 50'000 | 50'000 | 89'032 | 89'032 | 179'627 CHF | 180'641 CHF | 99.30% | 99.30% |
14.05.2024 | 0.50% | 1.99 CHF | 2.00 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 198'269 CHF | 199'269 CHF | 99.51% | 99.51% |
13.05.2024 | 0.61% | 2.10 CHF | 2.11 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 211'282 CHF | 212'582 CHF | 100.00% | 100.00% |
10.05.2024 | 0.47% | 2.15 CHF | 2.16 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 213'126 CHF | 214'126 CHF | 100.00% | 100.00% |
08.05.2024 | 0.50% | 2.02 CHF | 2.03 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 199'307 CHF | 200'307 CHF | 100.00% | 100.00% |
07.05.2024 | 0.53% | 1.95 CHF | 1.96 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 189'617 CHF | 190'617 CHF | 97.06% | 97.06% |
06.05.2024 | 0.54% | 1.86 CHF | 1.87 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 183'114 CHF | 184'114 CHF | 100.00% | 100.00% |
03.05.2024 | 0.56% | 1.74 CHF | 1.75 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 177'364 CHF | 178'364 CHF | 97.86% | 97.86% |
02.05.2024 | 0.57% | 1.73 CHF | 1.74 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 175'321 CHF | 176'321 CHF | 99.41% | 99.41% |