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 | 0.32% | 2.91 CHF | 2.92 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 617'354 CHF | 619'354 CHF | 100.00% | 100.00% |
15.05.2024 | 0.32% | 3.25 CHF | 3.26 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 625'334 CHF | 627'334 CHF | 97.61% | 97.61% |
14.05.2024 | 0.34% | 2.97 CHF | 2.98 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 586'108 CHF | 588'108 CHF | 91.62% | 91.62% |
13.05.2024 | 0.33% | 3.00 CHF | 3.01 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 597'148 CHF | 599'148 CHF | 100.00% | 100.00% |
10.05.2024 | 0.32% | 3.03 CHF | 3.04 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 619'439 CHF | 621'439 CHF | 99.79% | 99.79% |
08.05.2024 | 0.39% | 2.52 CHF | 2.53 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 511'143 CHF | 513'143 CHF | 100.00% | 100.00% |
07.05.2024 | 0.46% | 2.46 CHF | 2.47 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 436'931 CHF | 438'931 CHF | 100.00% | 100.00% |
06.05.2024 | 0.55% | 1.90 CHF | 1.91 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 362'609 CHF | 364'609 CHF | 100.00% | 100.00% |
03.05.2024 | 0.66% | 1.51 CHF | 1.52 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 301'447 CHF | 303'447 CHF | 91.24% | 91.24% |
02.05.2024 | 0.71% | 1.39 CHF | 1.40 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 282'379 CHF | 284'379 CHF | 100.00% | 100.00% |