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% | 2.90 CHF | 2.92 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 583'869 CHF | 587'869 CHF | 98.59% | 98.59% |
15.05.2024 | 0.74% | 2.82 CHF | 2.84 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 539'850 CHF | 543'850 CHF | 92.05% | 92.05% |
14.05.2024 | 0.79% | 2.60 CHF | 2.62 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 504'228 CHF | 508'228 CHF | 98.98% | 98.98% |
13.05.2024 | 0.79% | 2.52 CHF | 2.54 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 504'540 CHF | 508'540 CHF | 93.25% | 93.25% |
10.05.2024 | 0.82% | 2.48 CHF | 2.50 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 488'280 CHF | 492'280 CHF | 96.95% | 96.95% |
08.05.2024 | 0.93% | 2.17 CHF | 2.19 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 428'767 CHF | 432'767 CHF | 99.32% | 99.32% |
07.05.2024 | 1.03% | 2.05 CHF | 2.07 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 387'653 CHF | 391'653 CHF | 84.49% | 84.49% |
06.05.2024 | 1.17% | 1.67 CHF | 1.69 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 340'011 CHF | 344'011 CHF | 92.67% | 92.67% |
03.05.2024 | 1.28% | 1.56 CHF | 1.58 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 310'040 CHF | 314'040 CHF | 91.83% | 91.83% |
02.05.2024 | 1.30% | 1.44 CHF | 1.46 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 304'824 CHF | 308'824 CHF | 92.63% | 92.63% |