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 | 0.49% | 2.02 CHF | 2.03 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 608'596 CHF | 203'865 CHF | 98.79% | 98.79% |
15.05.2024 | 0.49% | 1.99 CHF | 2.00 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 606'870 CHF | 203'290 CHF | 98.59% | 98.59% |
14.05.2024 | 0.51% | 2.01 CHF | 2.02 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 590'207 CHF | 197'736 CHF | 98.72% | 98.72% |
13.05.2024 | 0.49% | 2.06 CHF | 2.07 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 615'698 CHF | 206'233 CHF | 98.11% | 98.11% |
10.05.2024 | 0.48% | 2.05 CHF | 2.06 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 617'641 CHF | 206'880 CHF | 97.89% | 97.89% |
08.05.2024 | 0.51% | 1.97 CHF | 1.98 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 589'254 CHF | 197'418 CHF | 99.11% | 99.11% |
07.05.2024 | 0.54% | 1.85 CHF | 1.86 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 550'574 CHF | 184'525 CHF | 99.37% | 99.37% |
06.05.2024 | 0.58% | 1.76 CHF | 1.77 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 520'280 CHF | 174'427 CHF | 99.37% | 99.37% |
03.05.2024 | 0.62% | 1.58 CHF | 1.59 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 482'093 CHF | 161'698 CHF | 98.97% | 98.97% |
02.05.2024 | 0.57% | 1.71 CHF | 1.72 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 520'672 CHF | 174'557 CHF | 99.37% | 99.37% |