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 | 2.05% | 0.49 CHF | 0.50 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 96'351 CHF | 98'351 CHF | 99.55% | 99.55% |
15.05.2024 | 2.12% | 0.47 CHF | 0.48 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 93'257 CHF | 95'257 CHF | 99.50% | 99.50% |
14.05.2024 | 2.15% | 0.46 CHF | 0.47 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 91'900 CHF | 93'900 CHF | 99.56% | 99.56% |
13.05.2024 | 2.07% | 0.47 CHF | 0.48 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 95'421 CHF | 97'421 CHF | 99.52% | 99.52% |
10.05.2024 | 2.07% | 0.49 CHF | 0.50 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 95'452 CHF | 97'452 CHF | 96.99% | 96.99% |
08.05.2024 | 2.14% | 0.46 CHF | 0.47 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 92'517 CHF | 94'517 CHF | 99.55% | 99.55% |
07.05.2024 | 2.00% | 0.53 CHF | 0.54 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 99'191 CHF | 101'191 CHF | 99.56% | 99.56% |
06.05.2024 | 1.96% | 0.51 CHF | 0.52 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 101'256 CHF | 103'256 CHF | 99.55% | 99.55% |
03.05.2024 | 1.95% | 0.52 CHF | 0.53 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 101'618 CHF | 103'618 CHF | 99.14% | 99.14% |
02.05.2024 | 1.92% | 0.51 CHF | 0.52 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 103'343 CHF | 105'343 CHF | 99.44% | 99.44% |