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 | 0.49% | 2.07 CHF | 2.08 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 409'773 CHF | 411'773 CHF | 100.00% | 100.00% |
14.05.2024 | 0.49% | 2.03 CHF | 2.04 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 404'149 CHF | 406'149 CHF | 99.76% | 99.76% |
13.05.2024 | 0.50% | 2.02 CHF | 2.03 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 399'439 CHF | 401'439 CHF | 100.00% | 100.00% |
10.05.2024 | 0.50% | 1.98 CHF | 1.99 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 397'780 CHF | 399'780 CHF | 100.00% | 100.00% |
08.05.2024 | 0.51% | 1.98 CHF | 1.99 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 394'673 CHF | 396'673 CHF | 96.88% | 96.88% |
07.05.2024 | 0.50% | 2.01 CHF | 2.02 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 401'769 CHF | 403'769 CHF | 99.83% | 99.83% |
06.05.2024 | 0.50% | 2.02 CHF | 2.03 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 402'723 CHF | 404'723 CHF | 99.77% | 99.77% |
03.05.2024 | 0.50% | 1.98 CHF | 1.99 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 402'665 CHF | 404'665 CHF | 100.00% | 100.00% |
02.05.2024 | 0.49% | 2.04 CHF | 2.05 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 408'475 CHF | 410'475 CHF | 100.00% | 100.00% |
30.04.2024 | 0.48% | 2.11 CHF | 2.12 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 414'906 CHF | 416'906 CHF | 100.00% | 100.00% |