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% | 2.48 CHF | 2.49 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 530'564 CHF | 532'564 CHF | 100.00% | 100.00% |
15.05.2024 | 0.37% | 2.82 CHF | 2.83 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 539'025 CHF | 541'025 CHF | 97.64% | 97.64% |
14.05.2024 | 0.40% | 2.54 CHF | 2.55 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 500'273 CHF | 502'273 CHF | 98.95% | 98.95% |
13.05.2024 | 0.39% | 2.57 CHF | 2.58 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 511'748 CHF | 513'748 CHF | 99.99% | 99.99% |
10.05.2024 | 0.37% | 2.60 CHF | 2.61 CHF | 200'000 | 200'000 | 199'998 | 199'998 | 534'529 CHF | 536'528 CHF | 95.68% | 95.68% |
08.05.2024 | 0.47% | 2.07 CHF | 2.08 CHF | 200'000 | 200'000 | 200'000 | 199'998 | 420'403 CHF | 422'399 CHF | 100.00% | 100.00% |
07.05.2024 | 0.57% | 2.01 CHF | 2.02 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 348'939 CHF | 350'939 CHF | 100.00% | 100.00% |
06.05.2024 | 0.72% | 1.47 CHF | 1.48 CHF | 200'000 | 200'000 | 199'995 | 200'000 | 279'143 CHF | 281'150 CHF | 100.00% | 100.00% |
03.05.2024 | 0.89% | 1.13 CHF | 1.14 CHF | 200'000 | 200'000 | 200'000 | 199'997 | 223'171 CHF | 225'168 CHF | 94.05% | 94.05% |
02.05.2024 | 0.97% | 1.01 CHF | 1.02 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 206'378 CHF | 208'378 CHF | 99.97% | 99.97% |