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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.62% | 2.68 CHF | 2.70 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 512'037 CHF | 515'205 CHF | 98.86% | 98.86% |
14.05.2024 | 0.67% | 2.46 CHF | 2.47 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 475'897 CHF | 479'096 CHF | 99.22% | 99.22% |
13.05.2024 | 0.69% | 2.38 CHF | 2.40 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 476'331 CHF | 479'605 CHF | 98.91% | 98.91% |
10.05.2024 | 0.69% | 2.33 CHF | 2.35 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 458'837 CHF | 462'013 CHF | 100.00% | 100.00% |
08.05.2024 | 0.78% | 2.02 CHF | 2.04 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 398'797 CHF | 401'903 CHF | 99.67% | 99.67% |
07.05.2024 | 0.91% | 1.89 CHF | 1.91 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 355'359 CHF | 358'586 CHF | 96.81% | 96.81% |
06.05.2024 | 1.02% | 1.50 CHF | 1.52 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 306'448 CHF | 309'590 CHF | 99.85% | 99.85% |
03.05.2024 | 1.17% | 1.38 CHF | 1.40 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 275'000 CHF | 278'220 CHF | 96.30% | 96.30% |
02.05.2024 | 1.19% | 1.25 CHF | 1.27 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 267'873 CHF | 271'076 CHF | 99.30% | 99.30% |
30.04.2024 | 1.08% | 1.39 CHF | 1.41 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 292'638 CHF | 295'820 CHF | 99.69% | 99.69% |