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 | 0.62% | 3.22 CHF | 3.24 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 646'041 CHF | 650'041 CHF | 98.59% | 98.59% |
15.05.2024 | 0.66% | 3.13 CHF | 3.15 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 607'609 CHF | 611'609 CHF | 94.34% | 94.34% |
14.05.2024 | 0.35% | 2.95 CHF | 2.96 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 577'050 CHF | 579'050 CHF | 98.98% | 98.98% |
13.05.2024 | 0.35% | 2.89 CHF | 2.90 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 576'670 CHF | 578'670 CHF | 95.49% | 95.49% |
10.05.2024 | 0.36% | 2.84 CHF | 2.85 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 559'324 CHF | 561'324 CHF | 97.14% | 97.14% |
08.05.2024 | 0.39% | 2.56 CHF | 2.57 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 506'743 CHF | 508'743 CHF | 99.32% | 99.32% |
07.05.2024 | 0.42% | 2.45 CHF | 2.46 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 470'738 CHF | 472'738 CHF | 84.49% | 84.49% |
06.05.2024 | 0.46% | 2.13 CHF | 2.14 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 430'998 CHF | 432'998 CHF | 92.67% | 92.67% |
03.05.2024 | 0.49% | 2.04 CHF | 2.05 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 407'475 CHF | 409'475 CHF | 93.33% | 93.33% |
02.05.2024 | 0.49% | 1.95 CHF | 1.96 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 403'851 CHF | 405'851 CHF | 92.46% | 92.46% |