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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 0.41% | 2.52 CHF | 2.53 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 486'390 CHF | 488'390 CHF | 100.00% | 100.00% |
16.05.2024 | 0.37% | 2.52 CHF | 2.53 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 538'760 CHF | 540'760 CHF | 100.00% | 100.00% |
15.05.2024 | 0.37% | 2.86 CHF | 2.87 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 546'747 CHF | 548'747 CHF | 97.64% | 97.64% |
14.05.2024 | 0.39% | 2.58 CHF | 2.59 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 507'289 CHF | 509'289 CHF | 91.70% | 91.70% |
13.05.2024 | 0.38% | 2.61 CHF | 2.62 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 518'640 CHF | 520'640 CHF | 100.00% | 100.00% |
10.05.2024 | 0.37% | 2.63 CHF | 2.64 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 541'098 CHF | 543'098 CHF | 99.80% | 99.80% |
08.05.2024 | 0.46% | 2.12 CHF | 2.13 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 431'299 CHF | 433'299 CHF | 100.00% | 100.00% |
07.05.2024 | 0.56% | 2.06 CHF | 2.07 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 355'187 CHF | 357'187 CHF | 100.00% | 100.00% |
06.05.2024 | 0.72% | 1.48 CHF | 1.49 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 278'323 CHF | 280'323 CHF | 100.00% | 100.00% |
03.05.2024 | 0.94% | 1.07 CHF | 1.08 CHF | 200'000 | 200'000 | 199'999 | 200'000 | 213'112 CHF | 215'113 CHF | 91.24% | 91.24% |