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 | 0.33% | 2.84 CHF | 2.85 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 602'556 CHF | 604'556 CHF | 100.00% | 100.00% |
15.05.2024 | 0.33% | 3.18 CHF | 3.19 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 610'936 CHF | 612'936 CHF | 97.64% | 97.64% |
14.05.2024 | 0.35% | 2.90 CHF | 2.91 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 572'127 CHF | 574'127 CHF | 98.98% | 98.98% |
13.05.2024 | 0.34% | 2.93 CHF | 2.94 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 583'446 CHF | 585'446 CHF | 100.00% | 100.00% |
10.05.2024 | 0.33% | 2.96 CHF | 2.97 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 606'134 CHF | 608'134 CHF | 95.63% | 95.63% |
08.05.2024 | 0.41% | 2.43 CHF | 2.44 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 491'957 CHF | 493'957 CHF | 100.00% | 100.00% |
07.05.2024 | 0.48% | 2.37 CHF | 2.38 CHF | 200'000 | 200'000 | 199'996 | 200'000 | 420'476 CHF | 422'484 CHF | 100.00% | 100.00% |
06.05.2024 | 0.57% | 1.83 CHF | 1.84 CHF | 200'000 | 200'000 | 199'988 | 200'000 | 350'440 CHF | 352'461 CHF | 100.00% | 100.00% |
03.05.2024 | 0.68% | 1.49 CHF | 1.50 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 294'454 CHF | 296'454 CHF | 94.02% | 94.02% |
02.05.2024 | 0.72% | 1.37 CHF | 1.38 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 277'809 CHF | 279'809 CHF | 99.97% | 99.97% |