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% | 2.26 CHF | 2.27 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 446'895 CHF | 448'895 CHF | 100.00% | 100.00% |
14.05.2024 | 0.45% | 2.22 CHF | 2.23 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 441'020 CHF | 443'020 CHF | 99.76% | 99.76% |
13.05.2024 | 0.46% | 2.20 CHF | 2.21 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 436'401 CHF | 438'401 CHF | 100.00% | 100.00% |
10.05.2024 | 0.46% | 2.16 CHF | 2.17 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 434'547 CHF | 436'547 CHF | 100.00% | 100.00% |
08.05.2024 | 0.46% | 2.16 CHF | 2.17 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 431'282 CHF | 433'282 CHF | 96.88% | 96.88% |
07.05.2024 | 0.46% | 2.19 CHF | 2.20 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 438'487 CHF | 440'487 CHF | 99.83% | 99.83% |
06.05.2024 | 0.45% | 2.20 CHF | 2.21 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 439'424 CHF | 441'424 CHF | 99.77% | 99.77% |
03.05.2024 | 0.45% | 2.16 CHF | 2.17 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 439'124 CHF | 441'124 CHF | 99.98% | 99.98% |
02.05.2024 | 0.45% | 2.22 CHF | 2.23 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 445'024 CHF | 447'024 CHF | 100.00% | 100.00% |
30.04.2024 | 0.44% | 2.29 CHF | 2.30 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 451'100 CHF | 453'100 CHF | 100.00% | 100.00% |