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 | 0.35% | 2.89 CHF | 2.90 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 719'913 CHF | 288'965 CHF | 99.38% | 99.38% |
15.05.2024 | 0.33% | 3.04 CHF | 3.05 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 765'037 CHF | 307'015 CHF | 98.27% | 98.27% |
14.05.2024 | 0.32% | 3.11 CHF | 3.12 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 783'208 CHF | 314'283 CHF | 99.37% | 99.37% |
13.05.2024 | 0.33% | 3.04 CHF | 3.05 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 766'684 CHF | 307'674 CHF | 98.85% | 98.85% |
10.05.2024 | 0.32% | 3.09 CHF | 3.10 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 770'304 CHF | 309'122 CHF | 99.38% | 99.38% |
08.05.2024 | 0.32% | 3.16 CHF | 3.17 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 789'893 CHF | 316'957 CHF | 99.35% | 99.35% |
07.05.2024 | 0.31% | 3.17 CHF | 3.18 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 799'179 CHF | 320'672 CHF | 97.84% | 97.84% |
06.05.2024 | 0.31% | 3.22 CHF | 3.23 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 807'922 CHF | 324'169 CHF | 99.38% | 99.38% |
03.05.2024 | 0.30% | 3.26 CHF | 3.27 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 821'964 CHF | 329'786 CHF | 99.37% | 99.37% |
02.05.2024 | 0.31% | 3.32 CHF | 3.33 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 808'672 CHF | 324'469 CHF | 98.74% | 98.74% |