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 | 1.95% | 5.02 CHF | 5.12 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 509'003 CHF | 519'003 CHF | 86.97% | 86.97% |
15.05.2024 | 2.07% | 4.91 CHF | 5.01 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 478'617 CHF | 488'617 CHF | 99.97% | 99.97% |
14.05.2024 | 1.08% | 4.73 CHF | 4.78 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 462'178 CHF | 467'178 CHF | 99.99% | 99.99% |
13.05.2024 | 1.11% | 4.53 CHF | 4.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 447'879 CHF | 452'879 CHF | 100.00% | 100.00% |
10.05.2024 | 2.20% | 4.49 CHF | 4.59 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 448'775 CHF | 458'775 CHF | 94.50% | 94.50% |
08.05.2024 | 2.05% | 4.80 CHF | 4.90 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 481'914 CHF | 491'914 CHF | 99.99% | 99.99% |
07.05.2024 | 2.11% | 4.75 CHF | 4.85 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 468'489 CHF | 478'489 CHF | 93.95% | 93.95% |
06.05.2024 | 2.08% | 4.75 CHF | 4.85 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 476'362 CHF | 486'362 CHF | 99.99% | 99.99% |
03.05.2024 | 2.03% | 5.00 CHF | 5.10 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 486'553 CHF | 496'553 CHF | 90.31% | 90.31% |
02.05.2024 | 2.02% | 4.75 CHF | 4.85 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 489'919 CHF | 499'919 CHF | 99.89% | 99.89% |