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 | 0.52% | 1.91 CHF | 1.92 CHF | 200'000 | 200'000 | 199'714 | 199'714 | 383'188 CHF | 385'188 CHF | 100.00% | 100.00% |
15.05.2024 | 0.57% | 1.87 CHF | 1.88 CHF | 200'000 | 200'000 | 199'644 | 199'644 | 352'656 CHF | 354'656 CHF | 99.83% | 99.83% |
14.05.2024 | 0.61% | 1.64 CHF | 1.65 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 325'339 CHF | 327'339 CHF | 99.88% | 99.88% |
13.05.2024 | 0.63% | 1.58 CHF | 1.59 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 317'486 CHF | 319'486 CHF | 100.00% | 100.00% |
10.05.2024 | 0.59% | 1.57 CHF | 1.58 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 339'173 CHF | 341'173 CHF | 100.00% | 100.00% |
08.05.2024 | 0.71% | 1.42 CHF | 1.43 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 279'120 CHF | 281'120 CHF | 99.29% | 99.29% |
07.05.2024 | 0.71% | 1.41 CHF | 1.42 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 281'980 CHF | 283'980 CHF | 100.00% | 100.00% |
06.05.2024 | 0.72% | 1.40 CHF | 1.41 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 278'345 CHF | 280'345 CHF | 100.00% | 100.00% |
03.05.2024 | 0.78% | 1.25 CHF | 1.26 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 256'461 CHF | 258'461 CHF | 98.72% | 98.72% |
02.05.2024 | 0.79% | 1.32 CHF | 1.33 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 252'816 CHF | 254'816 CHF | 100.00% | 100.00% |