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 | 0.47% | 2.08 CHF | 2.09 CHF | 160'000 | 160'000 | 159'792 | 159'792 | 339'890 CHF | 341'490 CHF | 97.95% | 97.95% |
15.05.2024 | 0.50% | 2.12 CHF | 2.13 CHF | 160'000 | 160'000 | 159'705 | 159'705 | 320'506 CHF | 322'106 CHF | 99.24% | 99.24% |
14.05.2024 | 0.55% | 1.86 CHF | 1.87 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 291'306 CHF | 292'906 CHF | 99.89% | 99.89% |
13.05.2024 | 0.55% | 1.75 CHF | 1.76 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 289'899 CHF | 291'499 CHF | 99.44% | 99.44% |
10.05.2024 | 0.49% | 1.97 CHF | 1.98 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 326'420 CHF | 328'020 CHF | 100.00% | 100.00% |
08.05.2024 | 0.64% | 1.57 CHF | 1.58 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 250'308 CHF | 251'908 CHF | 99.29% | 99.29% |
07.05.2024 | 0.62% | 1.60 CHF | 1.61 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 256'769 CHF | 258'369 CHF | 100.00% | 100.00% |
06.05.2024 | 0.61% | 1.66 CHF | 1.67 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 279'624 CHF | 281'324 CHF | 100.00% | 100.00% |
03.05.2024 | 0.68% | 1.42 CHF | 1.43 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 249'420 CHF | 251'120 CHF | 98.19% | 98.19% |
02.05.2024 | 0.67% | 1.51 CHF | 1.52 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 253'702 CHF | 255'402 CHF | 99.98% | 99.98% |