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 | 0.38% | 2.62 CHF | 2.63 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 520'796 CHF | 522'796 CHF | 100.00% | 100.00% |
15.05.2024 | 0.39% | 2.58 CHF | 2.59 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 507'215 CHF | 509'215 CHF | 100.00% | 100.00% |
14.05.2024 | 0.40% | 2.51 CHF | 2.52 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 501'678 CHF | 503'678 CHF | 99.75% | 99.75% |
13.05.2024 | 0.39% | 2.53 CHF | 2.54 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 506'065 CHF | 508'065 CHF | 100.00% | 100.00% |
10.05.2024 | 0.40% | 2.51 CHF | 2.52 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 504'538 CHF | 506'538 CHF | 100.00% | 100.00% |
08.05.2024 | 0.42% | 2.41 CHF | 2.42 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 478'492 CHF | 480'492 CHF | 100.00% | 100.00% |
07.05.2024 | 0.42% | 2.41 CHF | 2.42 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 479'025 CHF | 481'025 CHF | 100.00% | 100.00% |
06.05.2024 | 0.42% | 2.36 CHF | 2.37 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 472'501 CHF | 474'501 CHF | 100.00% | 100.00% |
03.05.2024 | 0.43% | 2.31 CHF | 2.32 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 463'757 CHF | 465'757 CHF | 97.87% | 97.87% |
02.05.2024 | 0.45% | 2.24 CHF | 2.25 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 444'682 CHF | 446'682 CHF | 100.00% | 100.00% |