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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.59% | 1.69 CHF | 1.70 CHF | 200'000 | 200'000 | 197'708 | 197'708 | 337'369 CHF | 339'354 CHF | 98.94% | 98.94% |
14.05.2024 | 0.59% | 1.78 CHF | 1.79 CHF | 200'000 | 200'000 | 192'247 | 192'247 | 345'897 CHF | 347'888 CHF | 99.75% | 99.75% |
13.05.2024 | 0.58% | 1.69 CHF | 1.70 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 342'979 CHF | 344'979 CHF | 100.00% | 100.00% |
10.05.2024 | 0.57% | 1.75 CHF | 1.76 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 347'032 CHF | 349'032 CHF | 100.00% | 100.00% |
08.05.2024 | 0.54% | 1.83 CHF | 1.84 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 366'062 CHF | 368'062 CHF | 100.00% | 100.00% |
07.05.2024 | 0.53% | 1.84 CHF | 1.85 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 376'029 CHF | 378'029 CHF | 98.92% | 98.92% |
06.05.2024 | 0.52% | 1.91 CHF | 1.92 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 385'171 CHF | 387'171 CHF | 100.00% | 100.00% |
03.05.2024 | 0.50% | 1.96 CHF | 1.97 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 399'210 CHF | 401'210 CHF | 98.47% | 98.47% |
02.05.2024 | 0.52% | 2.04 CHF | 2.05 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 384'524 CHF | 386'524 CHF | 96.18% | 96.18% |
30.04.2024 | 0.53% | 1.87 CHF | 1.88 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 376'667 CHF | 378'667 CHF | 100.00% | 100.00% |