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 | 0.37% | 2.73 CHF | 2.74 CHF | 150'000 | 150'000 | 149'772 | 149'772 | 403'595 CHF | 405'095 CHF | 100.00% | 100.00% |
15.05.2024 | 0.45% | 2.60 CHF | 2.61 CHF | 150'000 | 150'000 | 144'167 | 144'167 | 355'159 CHF | 356'641 CHF | 99.91% | 99.91% |
14.05.2024 | 0.43% | 2.37 CHF | 2.38 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 352'180 CHF | 353'680 CHF | 99.96% | 99.96% |
13.05.2024 | 0.42% | 2.36 CHF | 2.37 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 357'009 CHF | 358'509 CHF | 100.00% | 100.00% |
10.05.2024 | 0.42% | 2.33 CHF | 2.34 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 356'746 CHF | 358'246 CHF | 99.99% | 99.99% |
08.05.2024 | 0.46% | 2.23 CHF | 2.24 CHF | 150'000 | 150'000 | 148'801 | 148'801 | 325'981 CHF | 327'481 CHF | 99.67% | 99.67% |
07.05.2024 | 0.45% | 2.24 CHF | 2.25 CHF | 150'000 | 150'000 | 149'923 | 149'923 | 331'293 CHF | 332'793 CHF | 99.74% | 99.74% |
06.05.2024 | 0.48% | 2.09 CHF | 2.10 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 308'894 CHF | 310'394 CHF | 100.00% | 100.00% |
03.05.2024 | 0.52% | 1.93 CHF | 1.94 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 285'868 CHF | 287'368 CHF | 99.97% | 99.97% |
02.05.2024 | 0.56% | 1.78 CHF | 1.79 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 267'128 CHF | 268'628 CHF | 99.44% | 99.44% |