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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24.05.2024 | 0.50% | 2.08 CHF | 2.09 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 604'598 CHF | 607'598 CHF | 100.00% | 100.00% |
23.05.2024 | 0.46% | 2.12 CHF | 2.13 CHF | 300'000 | 300'000 | 298'607 | 298'607 | 647'937 CHF | 650'937 CHF | 100.00% | 100.00% |
22.05.2024 | 0.47% | 2.10 CHF | 2.11 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 635'170 CHF | 638'170 CHF | 100.00% | 100.00% |
21.05.2024 | 0.45% | 2.20 CHF | 2.21 CHF | 300'000 | 300'000 | 299'914 | 299'914 | 663'282 CHF | 666'282 CHF | 99.82% | 99.82% |
17.05.2024 | 0.45% | 2.26 CHF | 2.27 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 667'532 CHF | 670'532 CHF | 100.00% | 100.00% |
16.05.2024 | 0.48% | 2.07 CHF | 2.08 CHF | 300'000 | 300'000 | 299'738 | 299'738 | 626'291 CHF | 629'291 CHF | 99.99% | 99.99% |
15.05.2024 | 0.53% | 1.99 CHF | 2.00 CHF | 300'000 | 300'000 | 299'374 | 299'374 | 561'026 CHF | 564'026 CHF | 99.89% | 99.89% |
14.05.2024 | 0.59% | 1.77 CHF | 1.78 CHF | 300'000 | 300'000 | 299'966 | 299'966 | 509'785 CHF | 512'785 CHF | 99.81% | 99.81% |
13.05.2024 | 0.59% | 1.70 CHF | 1.71 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 510'137 CHF | 513'137 CHF | 100.00% | 100.00% |
10.05.2024 | 0.61% | 1.67 CHF | 1.68 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 490'200 CHF | 493'200 CHF | 100.00% | 100.00% |