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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.45% | 2.21 CHF | 2.22 CHF | 200'000 | 200'000 | 197'708 | 197'708 | 440'652 CHF | 442'636 CHF | 98.94% | 98.94% |
14.05.2024 | 0.46% | 2.30 CHF | 2.31 CHF | 200'000 | 200'000 | 192'267 | 192'267 | 446'251 CHF | 448'241 CHF | 99.99% | 99.99% |
13.05.2024 | 0.45% | 2.21 CHF | 2.22 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 447'540 CHF | 449'540 CHF | 100.00% | 100.00% |
10.05.2024 | 0.44% | 2.27 CHF | 2.28 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 451'470 CHF | 453'470 CHF | 100.00% | 100.00% |
08.05.2024 | 0.42% | 2.35 CHF | 2.36 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 470'618 CHF | 472'618 CHF | 100.00% | 100.00% |
07.05.2024 | 0.42% | 2.36 CHF | 2.37 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 480'559 CHF | 482'559 CHF | 97.69% | 97.69% |
06.05.2024 | 0.41% | 2.43 CHF | 2.44 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 489'663 CHF | 491'663 CHF | 100.00% | 100.00% |
03.05.2024 | 0.40% | 2.48 CHF | 2.49 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 503'766 CHF | 505'766 CHF | 98.71% | 98.71% |
02.05.2024 | 0.41% | 2.56 CHF | 2.57 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 489'074 CHF | 491'074 CHF | 96.19% | 96.19% |
30.04.2024 | 0.41% | 2.39 CHF | 2.40 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 481'348 CHF | 483'348 CHF | 100.00% | 100.00% |