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 | 0.54% | 1.86 CHF | 1.87 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 370'372 CHF | 372'372 CHF | 99.90% | 99.90% |
15.05.2024 | 0.51% | 1.85 CHF | 1.86 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 389'897 CHF | 391'897 CHF | 100.00% | 100.00% |
14.05.2024 | 0.48% | 2.07 CHF | 2.08 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 417'641 CHF | 419'641 CHF | 99.75% | 99.75% |
13.05.2024 | 0.47% | 2.17 CHF | 2.18 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 424'919 CHF | 426'919 CHF | 100.00% | 100.00% |
10.05.2024 | 0.53% | 1.95 CHF | 1.96 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 378'407 CHF | 380'407 CHF | 100.00% | 100.00% |
08.05.2024 | 0.42% | 2.34 CHF | 2.35 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 470'926 CHF | 472'926 CHF | 96.84% | 96.84% |
07.05.2024 | 0.42% | 2.37 CHF | 2.38 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 472'455 CHF | 474'455 CHF | 99.83% | 99.83% |
06.05.2024 | 0.42% | 2.34 CHF | 2.35 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 474'731 CHF | 476'731 CHF | 99.75% | 99.75% |
03.05.2024 | 0.39% | 2.64 CHF | 2.65 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 510'283 CHF | 512'283 CHF | 98.88% | 98.88% |
02.05.2024 | 0.42% | 2.36 CHF | 2.37 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 478'940 CHF | 480'940 CHF | 100.00% | 100.00% |