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 | 0.48% | 2.09 CHF | 2.10 CHF | 100'000 | 100'000 | 60'879 | 60'879 | 126'005 CHF | 126'613 CHF | 99.56% | 99.56% |
15.05.2024 | 0.56% | 2.01 CHF | 2.02 CHF | 100'000 | 100'000 | 60'880 | 60'880 | 109'409 CHF | 110'017 CHF | 99.30% | 99.30% |
14.05.2024 | 0.62% | 1.67 CHF | 1.68 CHF | 100'000 | 100'000 | 60'781 | 60'781 | 98'560 CHF | 99'168 CHF | 99.44% | 99.44% |
13.05.2024 | 0.61% | 1.63 CHF | 1.64 CHF | 100'000 | 100'000 | 60'916 | 60'916 | 99'161 CHF | 99'771 CHF | 99.19% | 99.19% |
10.05.2024 | 0.62% | 1.60 CHF | 1.61 CHF | 100'000 | 100'000 | 60'657 | 60'657 | 97'900 CHF | 98'506 CHF | 98.57% | 98.57% |
08.05.2024 | 0.61% | 1.64 CHF | 1.65 CHF | 100'000 | 100'000 | 60'874 | 60'874 | 100'491 CHF | 101'100 CHF | 99.59% | 99.59% |
07.05.2024 | 0.59% | 1.66 CHF | 1.67 CHF | 100'000 | 100'000 | 61'009 | 61'009 | 103'317 CHF | 103'927 CHF | 98.38% | 98.38% |
06.05.2024 | 0.63% | 1.75 CHF | 1.76 CHF | 100'000 | 100'000 | 60'957 | 60'957 | 98'276 CHF | 98'886 CHF | 98.34% | 98.34% |
03.05.2024 | 0.75% | 1.41 CHF | 1.42 CHF | 100'000 | 100'000 | 60'776 | 60'776 | 82'427 CHF | 83'035 CHF | 99.43% | 99.43% |
02.05.2024 | 0.88% | 1.19 CHF | 1.20 CHF | 100'000 | 100'000 | 61'024 | 61'024 | 69'076 CHF | 69'686 CHF | 98.21% | 98.21% |