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 | 0.55% | 2.17 CHF | 2.18 CHF | 200'000 | 200'000 | 179'396 | 179'396 | 387'432 CHF | 389'403 CHF | 98.53% | 98.53% |
15.05.2024 | 0.42% | 2.36 CHF | 2.37 CHF | 200'000 | 200'000 | 197'760 | 197'760 | 471'188 CHF | 473'171 CHF | 98.90% | 98.90% |
14.05.2024 | 0.43% | 2.45 CHF | 2.46 CHF | 200'000 | 200'000 | 192'264 | 192'264 | 476'042 CHF | 478'031 CHF | 99.95% | 99.95% |
13.05.2024 | 0.42% | 2.36 CHF | 2.37 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 478'525 CHF | 480'525 CHF | 100.00% | 100.00% |
10.05.2024 | 0.41% | 2.43 CHF | 2.44 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 482'046 CHF | 484'046 CHF | 100.00% | 100.00% |
08.05.2024 | 0.40% | 2.51 CHF | 2.52 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 501'175 CHF | 503'175 CHF | 100.00% | 100.00% |
07.05.2024 | 0.39% | 2.52 CHF | 2.53 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 511'103 CHF | 513'103 CHF | 98.92% | 98.92% |
06.05.2024 | 0.38% | 2.59 CHF | 2.60 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 520'178 CHF | 522'178 CHF | 100.00% | 100.00% |
03.05.2024 | 0.37% | 2.64 CHF | 2.65 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 534'239 CHF | 536'239 CHF | 98.71% | 98.71% |
02.05.2024 | 0.38% | 2.71 CHF | 2.72 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 519'655 CHF | 521'655 CHF | 96.19% | 96.19% |