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 | 0.50% | 5.92 CHF | 5.93 CHF | 100'000 | 100'000 | 84'236 | 84'236 | 498'417 CHF | 499'652 CHF | 99.00% | 99.00% |
15.05.2024 | 0.81% | 5.69 CHF | 5.80 CHF | 20'000 | 20'000 | 73'261 | 73'261 | 385'017 CHF | 386'418 CHF | 96.79% | 96.79% |
14.05.2024 | 0.23% | 4.97 CHF | 4.98 CHF | 100'000 | 100'000 | 98'952 | 98'952 | 487'074 CHF | 488'090 CHF | 97.89% | 97.89% |
13.05.2024 | 0.25% | 4.71 CHF | 4.72 CHF | 100'000 | 100'000 | 98'502 | 98'502 | 465'398 CHF | 466'420 CHF | 100.00% | 100.00% |
10.05.2024 | 0.20% | 4.74 CHF | 4.75 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 505'196 CHF | 506'196 CHF | 98.67% | 98.67% |
08.05.2024 | 0.26% | 4.03 CHF | 4.04 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 389'253 CHF | 390'253 CHF | 100.00% | 100.00% |
07.05.2024 | 0.25% | 3.95 CHF | 3.96 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 394'123 CHF | 395'123 CHF | 99.95% | 99.95% |
06.05.2024 | 0.51% | 3.89 CHF | 3.90 CHF | 100'000 | 100'000 | 92'152 | 92'152 | 351'488 CHF | 352'606 CHF | 99.99% | 99.99% |
03.05.2024 | 0.86% | 3.07 CHF | 3.08 CHF | 100'000 | 100'000 | 86'394 | 86'394 | 279'118 CHF | 280'322 CHF | 96.64% | 96.64% |
02.05.2024 | 0.54% | 3.36 CHF | 3.37 CHF | 100'000 | 100'000 | 94'453 | 94'453 | 295'782 CHF | 296'865 CHF | 99.31% | 99.31% |