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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24.05.2024 | 0.50% | 2.05 CHF | 2.06 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 396'519 CHF | 398'519 CHF | 99.93% | 99.93% |
23.05.2024 | 0.47% | 2.09 CHF | 2.10 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 427'797 CHF | 429'797 CHF | 99.95% | 99.95% |
22.05.2024 | 0.48% | 2.07 CHF | 2.08 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 417'882 CHF | 419'882 CHF | 100.00% | 100.00% |
21.05.2024 | 0.46% | 2.17 CHF | 2.18 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 436'528 CHF | 438'528 CHF | 100.00% | 100.00% |
17.05.2024 | 0.45% | 2.22 CHF | 2.23 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 439'564 CHF | 441'564 CHF | 100.00% | 100.00% |
16.05.2024 | 0.48% | 2.05 CHF | 2.06 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 412'548 CHF | 414'548 CHF | 100.00% | 100.00% |
15.05.2024 | 0.54% | 1.96 CHF | 1.97 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 368'400 CHF | 370'400 CHF | 100.00% | 100.00% |
14.05.2024 | 0.60% | 1.74 CHF | 1.75 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 331'994 CHF | 333'994 CHF | 91.35% | 91.35% |
13.05.2024 | 0.60% | 1.66 CHF | 1.67 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 331'713 CHF | 333'713 CHF | 100.00% | 100.00% |
10.05.2024 | 0.63% | 1.61 CHF | 1.62 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 315'018 CHF | 317'018 CHF | 100.00% | 100.00% |