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 | 0.55% | 1.81 CHF | 1.82 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 363'285 CHF | 365'285 CHF | 100.00% | 100.00% |
15.05.2024 | 0.54% | 1.84 CHF | 1.85 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 367'288 CHF | 369'288 CHF | 100.00% | 100.00% |
14.05.2024 | 0.57% | 1.82 CHF | 1.83 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 351'141 CHF | 353'141 CHF | 99.75% | 99.75% |
13.05.2024 | 0.58% | 1.72 CHF | 1.73 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 342'933 CHF | 344'933 CHF | 100.00% | 100.00% |
10.05.2024 | 0.58% | 1.69 CHF | 1.70 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 341'243 CHF | 343'243 CHF | 100.00% | 100.00% |
08.05.2024 | 0.59% | 1.70 CHF | 1.71 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 340'003 CHF | 342'003 CHF | 100.00% | 100.00% |
07.05.2024 | 0.60% | 1.72 CHF | 1.73 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 332'206 CHF | 334'206 CHF | 100.00% | 100.00% |
06.05.2024 | 0.65% | 1.56 CHF | 1.57 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 305'513 CHF | 307'513 CHF | 100.00% | 100.00% |
03.05.2024 | 0.65% | 1.47 CHF | 1.48 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 307'034 CHF | 309'034 CHF | 97.87% | 97.87% |
02.05.2024 | 0.65% | 1.55 CHF | 1.56 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 308'967 CHF | 310'967 CHF | 100.00% | 100.00% |