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 | 0.40% | 2.44 CHF | 2.45 CHF | 160'000 | 160'000 | 159'764 | 159'764 | 395'688 CHF | 397'288 CHF | 99.59% | 99.59% |
15.05.2024 | 0.42% | 2.47 CHF | 2.48 CHF | 170'000 | 170'000 | 169'685 | 169'685 | 400'563 CHF | 402'263 CHF | 99.06% | 99.06% |
14.05.2024 | 0.46% | 2.22 CHF | 2.23 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 371'400 CHF | 373'100 CHF | 99.69% | 99.69% |
13.05.2024 | 0.46% | 2.12 CHF | 2.13 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 370'210 CHF | 371'910 CHF | 99.34% | 99.34% |
10.05.2024 | 0.42% | 2.33 CHF | 2.34 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 407'636 CHF | 409'336 CHF | 100.00% | 100.00% |
08.05.2024 | 0.51% | 1.95 CHF | 1.96 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 330'468 CHF | 332'168 CHF | 99.29% | 99.29% |
07.05.2024 | 0.50% | 1.98 CHF | 1.99 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 336'968 CHF | 338'668 CHF | 100.00% | 100.00% |
06.05.2024 | 0.49% | 2.04 CHF | 2.05 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 363'168 CHF | 364'968 CHF | 100.00% | 100.00% |
03.05.2024 | 0.54% | 1.81 CHF | 1.82 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 333'255 CHF | 335'055 CHF | 98.18% | 98.18% |
02.05.2024 | 0.53% | 1.90 CHF | 1.91 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 339'543 CHF | 341'343 CHF | 99.99% | 99.99% |