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 | 0.51% | 2.28 CHF | 2.29 CHF | 200'000 | 200'000 | 179'397 | 179'397 | 407'657 CHF | 409'599 CHF | 98.54% | 98.54% |
15.05.2024 | 0.41% | 2.48 CHF | 2.49 CHF | 200'000 | 200'000 | 197'708 | 197'708 | 493'277 CHF | 495'266 CHF | 98.94% | 98.94% |
14.05.2024 | 0.41% | 2.57 CHF | 2.58 CHF | 200'000 | 200'000 | 192'267 | 192'267 | 497'713 CHF | 499'705 CHF | 99.99% | 99.99% |
13.05.2024 | 0.40% | 2.48 CHF | 2.49 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 500'950 CHF | 502'950 CHF | 100.00% | 100.00% |
10.05.2024 | 0.40% | 2.54 CHF | 2.55 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 504'549 CHF | 506'549 CHF | 100.00% | 100.00% |
08.05.2024 | 0.38% | 2.62 CHF | 2.63 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 523'641 CHF | 525'641 CHF | 100.00% | 100.00% |
07.05.2024 | 0.37% | 2.63 CHF | 2.64 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 534'028 CHF | 536'028 CHF | 98.92% | 98.92% |
06.05.2024 | 0.37% | 2.70 CHF | 2.71 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 543'151 CHF | 545'151 CHF | 100.00% | 100.00% |
03.05.2024 | 0.36% | 2.75 CHF | 2.76 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 556'708 CHF | 558'708 CHF | 98.71% | 98.71% |
02.05.2024 | 0.37% | 2.83 CHF | 2.84 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 542'524 CHF | 544'524 CHF | 96.18% | 96.18% |