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 | 0.38% | 2.63 CHF | 2.64 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 528'313 CHF | 530'313 CHF | 100.00% | 100.00% |
15.05.2024 | 0.41% | 2.54 CHF | 2.55 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 484'206 CHF | 486'206 CHF | 100.00% | 100.00% |
14.05.2024 | 0.45% | 2.32 CHF | 2.33 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 447'994 CHF | 449'994 CHF | 91.35% | 91.35% |
13.05.2024 | 0.45% | 2.24 CHF | 2.25 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 447'713 CHF | 449'713 CHF | 100.00% | 100.00% |
10.05.2024 | 0.46% | 2.19 CHF | 2.20 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 431'018 CHF | 433'018 CHF | 100.00% | 100.00% |
08.05.2024 | 0.54% | 1.88 CHF | 1.89 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 370'048 CHF | 372'048 CHF | 100.00% | 100.00% |
07.05.2024 | 0.61% | 1.75 CHF | 1.76 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 325'804 CHF | 327'804 CHF | 100.00% | 100.00% |
06.05.2024 | 0.72% | 1.36 CHF | 1.37 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 276'857 CHF | 278'857 CHF | 100.00% | 100.00% |
03.05.2024 | 0.82% | 1.24 CHF | 1.25 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 244'216 CHF | 246'216 CHF | 94.55% | 94.55% |
02.05.2024 | 0.84% | 1.10 CHF | 1.11 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 237'292 CHF | 239'292 CHF | 100.00% | 100.00% |