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 | 0.35% | 2.80 CHF | 2.81 CHF | 160'000 | 160'000 | 159'761 | 159'761 | 453'600 CHF | 455'200 CHF | 97.53% | 97.53% |
15.05.2024 | 0.37% | 2.83 CHF | 2.84 CHF | 160'000 | 160'000 | 159'706 | 159'706 | 433'587 CHF | 435'187 CHF | 99.44% | 99.44% |
14.05.2024 | 0.39% | 2.57 CHF | 2.58 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 404'466 CHF | 406'066 CHF | 99.89% | 99.89% |
13.05.2024 | 0.40% | 2.46 CHF | 2.47 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 402'770 CHF | 404'370 CHF | 99.44% | 99.44% |
10.05.2024 | 0.36% | 2.68 CHF | 2.69 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 439'697 CHF | 441'297 CHF | 100.00% | 100.00% |
08.05.2024 | 0.44% | 2.26 CHF | 2.27 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 360'628 CHF | 362'228 CHF | 99.29% | 99.29% |
07.05.2024 | 0.44% | 2.29 CHF | 2.30 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 366'258 CHF | 367'858 CHF | 100.00% | 100.00% |
06.05.2024 | 0.43% | 2.35 CHF | 2.36 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 372'523 CHF | 374'123 CHF | 100.00% | 100.00% |
03.05.2024 | 0.47% | 2.09 CHF | 2.10 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 341'888 CHF | 343'488 CHF | 98.19% | 98.19% |
02.05.2024 | 0.46% | 2.18 CHF | 2.19 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 346'674 CHF | 348'274 CHF | 99.99% | 99.99% |