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 | 0.68% | 1.73 CHF | 1.74 CHF | 200'000 | 200'000 | 179'396 | 179'396 | 308'447 CHF | 310'411 CHF | 98.53% | 98.53% |
15.05.2024 | 0.52% | 1.92 CHF | 1.93 CHF | 200'000 | 200'000 | 197'708 | 197'708 | 383'833 CHF | 385'816 CHF | 98.94% | 98.94% |
14.05.2024 | 0.52% | 2.01 CHF | 2.02 CHF | 200'000 | 200'000 | 192'267 | 192'267 | 391'049 CHF | 393'043 CHF | 100.00% | 100.00% |
13.05.2024 | 0.51% | 1.92 CHF | 1.93 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 390'064 CHF | 392'064 CHF | 100.00% | 100.00% |
10.05.2024 | 0.51% | 1.99 CHF | 2.00 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 394'007 CHF | 396'007 CHF | 100.00% | 100.00% |
08.05.2024 | 0.48% | 2.07 CHF | 2.08 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 413'161 CHF | 415'161 CHF | 100.00% | 100.00% |
07.05.2024 | 0.47% | 2.08 CHF | 2.09 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 423'073 CHF | 425'073 CHF | 98.92% | 98.92% |
06.05.2024 | 0.46% | 2.15 CHF | 2.16 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 432'178 CHF | 434'178 CHF | 100.00% | 100.00% |
03.05.2024 | 0.45% | 2.19 CHF | 2.20 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 445'821 CHF | 447'821 CHF | 98.69% | 98.69% |
02.05.2024 | 0.46% | 2.27 CHF | 2.28 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 431'523 CHF | 433'523 CHF | 96.19% | 96.19% |