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 | 0.42% | 2.35 CHF | 2.36 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 472'034 CHF | 474'034 CHF | 98.59% | 98.59% |
15.05.2024 | 0.46% | 2.27 CHF | 2.28 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 437'410 CHF | 439'410 CHF | 94.34% | 94.34% |
14.05.2024 | 0.49% | 2.11 CHF | 2.12 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 410'239 CHF | 412'239 CHF | 98.94% | 98.94% |
13.05.2024 | 0.49% | 2.05 CHF | 2.06 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 409'528 CHF | 411'528 CHF | 95.49% | 95.49% |
10.05.2024 | 0.51% | 2.00 CHF | 2.01 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 393'414 CHF | 395'414 CHF | 97.14% | 97.14% |
08.05.2024 | 0.58% | 1.76 CHF | 1.77 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 346'260 CHF | 348'260 CHF | 99.32% | 99.32% |
07.05.2024 | 0.63% | 1.66 CHF | 1.67 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 314'828 CHF | 316'828 CHF | 84.49% | 84.49% |
06.05.2024 | 0.71% | 1.39 CHF | 1.40 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 281'378 CHF | 283'378 CHF | 92.67% | 92.67% |
03.05.2024 | 0.76% | 1.31 CHF | 1.32 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 262'264 CHF | 264'264 CHF | 93.30% | 93.30% |
02.05.2024 | 0.77% | 1.24 CHF | 1.25 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 259'961 CHF | 261'961 CHF | 93.09% | 93.09% |