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 | 0.53% | 1.88 CHF | 1.89 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 377'734 CHF | 379'734 CHF | 99.92% | 99.92% |
15.05.2024 | 0.52% | 1.91 CHF | 1.92 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 380'868 CHF | 382'868 CHF | 99.16% | 99.16% |
14.05.2024 | 0.54% | 1.89 CHF | 1.90 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 367'790 CHF | 369'790 CHF | 98.83% | 98.83% |
13.05.2024 | 0.55% | 1.81 CHF | 1.82 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 361'240 CHF | 363'240 CHF | 99.96% | 99.96% |
10.05.2024 | 0.55% | 1.79 CHF | 1.80 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 359'648 CHF | 361'648 CHF | 99.96% | 99.96% |
08.05.2024 | 0.56% | 1.79 CHF | 1.80 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 358'571 CHF | 360'571 CHF | 99.92% | 99.92% |
07.05.2024 | 0.57% | 1.81 CHF | 1.82 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 352'382 CHF | 354'382 CHF | 99.95% | 99.95% |
06.05.2024 | 0.60% | 1.68 CHF | 1.69 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 330'821 CHF | 332'821 CHF | 99.98% | 99.98% |
03.05.2024 | 0.60% | 1.61 CHF | 1.62 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 332'202 CHF | 334'202 CHF | 95.73% | 95.73% |
02.05.2024 | 0.60% | 1.67 CHF | 1.68 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 333'687 CHF | 335'687 CHF | 99.76% | 99.76% |