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 | 0.50% | 2.01 CHF | 2.02 CHF | 110'000 | 110'000 | 109'923 | 109'923 | 220'607 CHF | 221'707 CHF | 99.75% | 99.75% |
15.05.2024 | 0.49% | 2.03 CHF | 2.04 CHF | 110'000 | 110'000 | 109'785 | 109'785 | 223'314 CHF | 224'414 CHF | 100.00% | 100.00% |
14.05.2024 | 0.50% | 2.01 CHF | 2.02 CHF | 110'000 | 110'000 | 109'980 | 109'980 | 221'269 CHF | 222'369 CHF | 99.99% | 99.99% |
13.05.2024 | 0.52% | 1.90 CHF | 1.91 CHF | 120'000 | 120'000 | 119'891 | 119'891 | 229'521 CHF | 230'720 CHF | 100.00% | 100.00% |
10.05.2024 | 0.54% | 1.85 CHF | 1.86 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 223'117 CHF | 224'317 CHF | 100.00% | 100.00% |
08.05.2024 | 0.56% | 1.77 CHF | 1.78 CHF | 120'000 | 120'000 | 119'979 | 119'979 | 212'142 CHF | 213'342 CHF | 99.09% | 99.09% |
07.05.2024 | 0.57% | 1.76 CHF | 1.77 CHF | 120'000 | 120'000 | 121'848 | 121'848 | 212'335 CHF | 213'554 CHF | 99.94% | 99.94% |
06.05.2024 | 0.59% | 1.70 CHF | 1.71 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 220'367 CHF | 221'667 CHF | 100.00% | 100.00% |
03.05.2024 | 0.55% | 1.73 CHF | 1.74 CHF | 130'000 | 130'000 | 122'701 | 122'701 | 220'661 CHF | 221'888 CHF | 99.04% | 99.04% |
02.05.2024 | 0.54% | 1.85 CHF | 1.86 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 222'463 CHF | 223'663 CHF | 100.00% | 100.00% |