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 | 0.62% | 1.62 CHF | 1.63 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 319'361 CHF | 321'361 CHF | 100.00% | 100.00% |
14.05.2024 | 0.64% | 1.58 CHF | 1.59 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 313'741 CHF | 315'741 CHF | 99.76% | 99.76% |
13.05.2024 | 0.65% | 1.57 CHF | 1.58 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 308'945 CHF | 310'945 CHF | 100.00% | 100.00% |
10.05.2024 | 0.65% | 1.52 CHF | 1.53 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 307'161 CHF | 309'161 CHF | 100.00% | 100.00% |
08.05.2024 | 0.66% | 1.53 CHF | 1.54 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 303'755 CHF | 305'755 CHF | 96.88% | 96.88% |
07.05.2024 | 0.64% | 1.56 CHF | 1.57 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 311'275 CHF | 313'275 CHF | 99.83% | 99.83% |
06.05.2024 | 0.64% | 1.56 CHF | 1.57 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 311'854 CHF | 313'854 CHF | 99.77% | 99.77% |
03.05.2024 | 0.64% | 1.52 CHF | 1.53 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 311'704 CHF | 313'704 CHF | 99.99% | 99.99% |
02.05.2024 | 0.63% | 1.58 CHF | 1.59 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 317'506 CHF | 319'506 CHF | 100.00% | 100.00% |
30.04.2024 | 0.62% | 1.66 CHF | 1.67 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 323'776 CHF | 325'776 CHF | 99.99% | 99.99% |