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 | 0.36% | 2.83 CHF | 2.84 CHF | 100'000 | 100'000 | 60'838 | 60'838 | 170'748 CHF | 171'356 CHF | 99.44% | 99.44% |
15.05.2024 | 0.40% | 2.74 CHF | 2.75 CHF | 100'000 | 100'000 | 60'866 | 60'866 | 154'273 CHF | 154'881 CHF | 99.26% | 99.26% |
14.05.2024 | 0.42% | 2.41 CHF | 2.42 CHF | 100'000 | 100'000 | 60'789 | 60'789 | 143'544 CHF | 144'152 CHF | 99.36% | 99.36% |
13.05.2024 | 0.42% | 2.37 CHF | 2.38 CHF | 100'000 | 100'000 | 60'916 | 60'916 | 144'176 CHF | 144'785 CHF | 99.18% | 99.18% |
10.05.2024 | 0.42% | 2.34 CHF | 2.35 CHF | 100'000 | 100'000 | 60'650 | 60'650 | 142'695 CHF | 143'302 CHF | 98.55% | 98.55% |
08.05.2024 | 0.42% | 2.38 CHF | 2.39 CHF | 100'000 | 100'000 | 60'874 | 60'874 | 145'516 CHF | 146'125 CHF | 99.59% | 99.59% |
07.05.2024 | 0.41% | 2.40 CHF | 2.41 CHF | 100'000 | 100'000 | 61'010 | 61'010 | 148'373 CHF | 148'983 CHF | 98.36% | 98.36% |
06.05.2024 | 0.43% | 2.49 CHF | 2.50 CHF | 100'000 | 100'000 | 60'957 | 60'957 | 143'158 CHF | 143'767 CHF | 98.34% | 98.34% |
03.05.2024 | 0.48% | 2.14 CHF | 2.15 CHF | 100'000 | 100'000 | 60'724 | 60'724 | 127'091 CHF | 127'698 CHF | 99.30% | 99.30% |
02.05.2024 | 0.53% | 1.93 CHF | 1.94 CHF | 100'000 | 100'000 | 61'026 | 61'026 | 114'341 CHF | 114'951 CHF | 98.22% | 98.22% |