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 | 0.42% | 2.35 CHF | 2.36 CHF | 300'000 | 300'000 | 299'738 | 299'738 | 710'864 CHF | 713'864 CHF | 100.00% | 100.00% |
15.05.2024 | 0.47% | 2.27 CHF | 2.28 CHF | 300'000 | 300'000 | 299'367 | 299'367 | 645'328 CHF | 648'328 CHF | 99.90% | 99.90% |
14.05.2024 | 0.50% | 2.05 CHF | 2.06 CHF | 300'000 | 300'000 | 299'966 | 299'966 | 594'196 CHF | 597'196 CHF | 99.79% | 99.79% |
13.05.2024 | 0.50% | 1.98 CHF | 1.99 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 594'733 CHF | 597'733 CHF | 100.00% | 100.00% |
10.05.2024 | 0.52% | 1.95 CHF | 1.96 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 575'164 CHF | 578'164 CHF | 100.00% | 100.00% |
08.05.2024 | 0.61% | 1.65 CHF | 1.66 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 487'831 CHF | 490'831 CHF | 99.77% | 99.77% |
07.05.2024 | 0.71% | 1.53 CHF | 1.54 CHF | 300'000 | 300'000 | 299'801 | 299'801 | 422'496 CHF | 425'496 CHF | 96.15% | 96.15% |
06.05.2024 | 0.85% | 1.14 CHF | 1.15 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 351'690 CHF | 354'690 CHF | 100.00% | 100.00% |
03.05.2024 | 0.97% | 1.03 CHF | 1.04 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 308'370 CHF | 311'370 CHF | 99.89% | 99.89% |
02.05.2024 | 1.00% | 0.90 CHF | 0.91 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 297'846 CHF | 300'846 CHF | 99.56% | 99.56% |