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 | 0.68% | 2.32 CHF | 2.33 CHF | 250'000 | 250'000 | 210'585 | 210'585 | 499'296 CHF | 501'697 CHF | 99.00% | 99.00% |
15.05.2024 | 0.89% | 2.34 CHF | 2.38 CHF | 50'000 | 50'000 | 183'459 | 183'459 | 409'293 CHF | 411'627 CHF | 97.71% | 97.71% |
14.05.2024 | 0.51% | 2.09 CHF | 2.10 CHF | 250'000 | 250'000 | 247'383 | 247'383 | 506'926 CHF | 509'419 CHF | 97.88% | 97.88% |
13.05.2024 | 0.53% | 1.97 CHF | 1.98 CHF | 250'000 | 250'000 | 244'741 | 244'741 | 497'405 CHF | 499'892 CHF | 71.04% | 71.04% |
10.05.2024 | 0.44% | 2.22 CHF | 2.23 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 570'863 CHF | 573'363 CHF | 91.27% | 91.27% |
08.05.2024 | 0.56% | 1.81 CHF | 1.82 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 449'146 CHF | 451'646 CHF | 100.00% | 100.00% |
07.05.2024 | 0.55% | 1.81 CHF | 1.82 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 453'542 CHF | 456'042 CHF | 99.86% | 99.86% |
06.05.2024 | 0.70% | 1.87 CHF | 1.88 CHF | 250'000 | 250'000 | 229'982 | 229'982 | 426'006 CHF | 428'456 CHF | 98.00% | 98.00% |
03.05.2024 | 0.92% | 1.62 CHF | 1.63 CHF | 250'000 | 250'000 | 215'261 | 215'261 | 360'148 CHF | 362'561 CHF | 97.08% | 97.08% |
02.05.2024 | 0.71% | 1.72 CHF | 1.73 CHF | 250'000 | 250'000 | 236'183 | 236'183 | 403'198 CHF | 405'664 CHF | 99.17% | 99.17% |