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 | 0.46% | 2.15 CHF | 2.16 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 433'508 CHF | 435'508 CHF | 99.26% | 99.26% |
15.05.2024 | 0.51% | 2.07 CHF | 2.08 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 389'132 CHF | 391'132 CHF | 98.82% | 98.82% |
14.05.2024 | 0.57% | 1.84 CHF | 1.85 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 353'098 CHF | 355'098 CHF | 99.40% | 99.40% |
13.05.2024 | 0.56% | 1.77 CHF | 1.78 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 353'605 CHF | 355'605 CHF | 98.92% | 98.92% |
10.05.2024 | 0.59% | 1.72 CHF | 1.73 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 336'013 CHF | 338'013 CHF | 100.00% | 100.00% |
08.05.2024 | 0.72% | 1.41 CHF | 1.42 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 275'905 CHF | 277'905 CHF | 99.67% | 99.67% |
07.05.2024 | 0.86% | 1.28 CHF | 1.29 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 232'586 CHF | 234'586 CHF | 96.81% | 96.81% |
06.05.2024 | 1.08% | 0.89 CHF | 0.90 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 183'764 CHF | 185'764 CHF | 99.85% | 99.85% |
03.05.2024 | 1.31% | 0.77 CHF | 0.78 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 152'384 CHF | 154'384 CHF | 96.41% | 96.41% |
02.05.2024 | 1.37% | 0.64 CHF | 0.65 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 145'322 CHF | 147'322 CHF | 99.05% | 99.05% |