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 | 0.44% | 2.24 CHF | 2.25 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 450'313 CHF | 452'313 CHF | 100.00% | 100.00% |
15.05.2024 | 0.49% | 2.15 CHF | 2.16 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 406'206 CHF | 408'206 CHF | 100.00% | 100.00% |
14.05.2024 | 0.54% | 1.93 CHF | 1.94 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 369'994 CHF | 371'994 CHF | 91.35% | 91.35% |
13.05.2024 | 0.54% | 1.85 CHF | 1.86 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 369'713 CHF | 371'713 CHF | 100.00% | 100.00% |
10.05.2024 | 0.57% | 1.80 CHF | 1.81 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 353'018 CHF | 355'018 CHF | 100.00% | 100.00% |
08.05.2024 | 0.68% | 1.49 CHF | 1.50 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 292'047 CHF | 294'047 CHF | 100.00% | 100.00% |
07.05.2024 | 0.81% | 1.36 CHF | 1.37 CHF | 200'000 | 200'000 | 199'999 | 200'000 | 247'670 CHF | 249'671 CHF | 100.00% | 100.00% |
06.05.2024 | 1.00% | 0.96 CHF | 0.97 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 198'463 CHF | 200'463 CHF | 100.00% | 100.00% |
03.05.2024 | 1.20% | 0.85 CHF | 0.86 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 166'273 CHF | 168'273 CHF | 94.55% | 94.55% |
02.05.2024 | 1.25% | 0.71 CHF | 0.72 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 159'590 CHF | 161'590 CHF | 100.00% | 100.00% |