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% | 1.91 CHF | 1.92 CHF | 200'000 | 200'000 | 179'396 | 179'396 | 340'353 CHF | 342'316 CHF | 98.53% | 98.53% |
15.05.2024 | 0.47% | 2.10 CHF | 2.11 CHF | 200'000 | 200'000 | 197'708 | 197'708 | 419'174 CHF | 421'157 CHF | 98.94% | 98.94% |
14.05.2024 | 0.48% | 2.19 CHF | 2.20 CHF | 200'000 | 200'000 | 192'266 | 192'266 | 425'548 CHF | 427'542 CHF | 99.98% | 99.98% |
13.05.2024 | 0.47% | 2.10 CHF | 2.11 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 426'010 CHF | 428'010 CHF | 100.00% | 100.00% |
10.05.2024 | 0.46% | 2.16 CHF | 2.17 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 429'495 CHF | 431'495 CHF | 100.00% | 100.00% |
08.05.2024 | 0.44% | 2.24 CHF | 2.25 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 448'650 CHF | 450'650 CHF | 100.00% | 100.00% |
07.05.2024 | 0.44% | 2.25 CHF | 2.26 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 458'605 CHF | 460'605 CHF | 97.60% | 97.60% |
06.05.2024 | 0.43% | 2.32 CHF | 2.33 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 467'663 CHF | 469'663 CHF | 100.00% | 100.00% |
03.05.2024 | 0.41% | 2.37 CHF | 2.38 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 481'768 CHF | 483'768 CHF | 98.70% | 98.70% |
02.05.2024 | 0.43% | 2.45 CHF | 2.46 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 467'180 CHF | 469'180 CHF | 96.19% | 96.19% |