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 | 0.91% | 1.12 CHF | 1.13 CHF | 100'000 | 100'000 | 99'061 | 99'061 | 109'335 CHF | 110'327 CHF | 100.00% | 100.00% |
15.05.2024 | 0.76% | 1.21 CHF | 1.22 CHF | 100'000 | 100'000 | 99'063 | 99'063 | 131'679 CHF | 132'670 CHF | 100.00% | 100.00% |
14.05.2024 | 0.66% | 1.44 CHF | 1.45 CHF | 100'000 | 100'000 | 99'218 | 99'213 | 150'310 CHF | 151'296 CHF | 99.20% | 99.20% |
13.05.2024 | 0.66% | 1.52 CHF | 1.53 CHF | 100'000 | 100'000 | 99'062 | 99'062 | 150'348 CHF | 151'340 CHF | 100.00% | 100.00% |
10.05.2024 | 0.63% | 1.57 CHF | 1.58 CHF | 100'000 | 100'000 | 98'970 | 98'972 | 159'367 CHF | 160'362 CHF | 99.57% | 99.57% |
08.05.2024 | 0.52% | 1.89 CHF | 1.90 CHF | 100'000 | 100'000 | 99'398 | 99'397 | 190'941 CHF | 191'933 CHF | 99.66% | 99.66% |
07.05.2024 | 0.47% | 2.03 CHF | 2.04 CHF | 100'000 | 100'000 | 98'942 | 98'941 | 212'483 CHF | 213'471 CHF | 99.68% | 99.68% |
06.05.2024 | 0.42% | 2.42 CHF | 2.43 CHF | 100'000 | 100'000 | 98'945 | 98'945 | 237'125 CHF | 238'116 CHF | 98.30% | 98.30% |
03.05.2024 | 0.39% | 2.55 CHF | 2.56 CHF | 100'000 | 100'000 | 99'604 | 99'604 | 254'860 CHF | 255'857 CHF | 96.65% | 96.65% |
02.05.2024 | 0.39% | 2.69 CHF | 2.70 CHF | 100'000 | 100'000 | 99'431 | 99'431 | 258'474 CHF | 259'469 CHF | 99.17% | 99.17% |