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 | 0.44% | 2.34 CHF | 2.35 CHF | 90'000 | 90'000 | 89'863 | 89'863 | 205'581 CHF | 206'481 CHF | 100.00% | 100.00% |
15.05.2024 | 0.58% | 2.12 CHF | 2.13 CHF | 100'000 | 100'000 | 96'114 | 96'114 | 180'512 CHF | 181'500 CHF | 99.91% | 99.91% |
14.05.2024 | 0.60% | 1.69 CHF | 1.70 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 166'258 CHF | 167'258 CHF | 99.71% | 99.71% |
13.05.2024 | 0.58% | 1.67 CHF | 1.68 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 170'840 CHF | 171'840 CHF | 100.00% | 100.00% |
10.05.2024 | 0.58% | 1.62 CHF | 1.63 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 171'378 CHF | 172'378 CHF | 99.99% | 99.99% |
08.05.2024 | 0.70% | 1.46 CHF | 1.47 CHF | 110'000 | 110'000 | 109'168 | 109'168 | 157'694 CHF | 158'794 CHF | 99.67% | 99.67% |
07.05.2024 | 0.67% | 1.56 CHF | 1.57 CHF | 110'000 | 110'000 | 109'952 | 109'952 | 164'260 CHF | 165'360 CHF | 99.74% | 99.74% |
06.05.2024 | 0.79% | 1.32 CHF | 1.33 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 164'438 CHF | 165'738 CHF | 100.00% | 100.00% |
03.05.2024 | 0.97% | 1.06 CHF | 1.07 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 154'194 CHF | 155'694 CHF | 99.76% | 99.76% |
02.05.2024 | 1.18% | 0.83 CHF | 0.84 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 126'525 CHF | 128'025 CHF | 99.48% | 99.48% |