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 | 0.50% | 2.04 CHF | 2.05 CHF | 180'000 | 180'000 | 80'318 | 80'318 | 163'223 CHF | 164'030 CHF | 99.90% | 99.90% |
14.05.2024 | 0.50% | 2.03 CHF | 2.04 CHF | 180'000 | 180'000 | 80'431 | 80'431 | 163'206 CHF | 164'012 CHF | 99.89% | 99.89% |
13.05.2024 | 0.50% | 2.03 CHF | 2.04 CHF | 180'000 | 180'000 | 80'605 | 80'605 | 163'939 CHF | 164'747 CHF | 99.83% | 99.83% |
10.05.2024 | 0.50% | 2.02 CHF | 2.03 CHF | 180'000 | 180'000 | 80'506 | 80'506 | 163'122 CHF | 163'928 CHF | 100.00% | 100.00% |
08.05.2024 | 0.49% | 2.07 CHF | 2.08 CHF | 180'000 | 180'000 | 80'196 | 80'196 | 165'928 CHF | 166'732 CHF | 98.19% | 98.19% |
07.05.2024 | 0.50% | 2.05 CHF | 2.06 CHF | 180'000 | 180'000 | 59'552 | 59'552 | 121'355 CHF | 121'952 CHF | 99.88% | 99.88% |
06.05.2024 | 0.52% | 2.04 CHF | 2.05 CHF | 180'000 | 180'000 | 70'055 | 70'055 | 142'023 CHF | 142'731 CHF | 97.83% | 97.83% |
03.05.2024 | 0.50% | 2.01 CHF | 2.02 CHF | 180'000 | 180'000 | 80'430 | 80'430 | 162'833 CHF | 163'639 CHF | 99.99% | 99.99% |
02.05.2024 | 0.49% | 2.06 CHF | 2.07 CHF | 180'000 | 180'000 | 80'025 | 80'025 | 165'656 CHF | 166'458 CHF | 98.55% | 98.55% |
30.04.2024 | 0.48% | 2.11 CHF | 2.12 CHF | 185'000 | 185'000 | 83'121 | 83'121 | 175'640 CHF | 176'473 CHF | 100.00% | 100.00% |