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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.05.2024 | 0.30% | 3.35 CHF | 3.36 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 1'010'720 CHF | 1'013'720 CHF | 100.00% | 100.00% |
21.05.2024 | 0.29% | 3.45 CHF | 3.46 CHF | 300'000 | 300'000 | 299'910 | 299'910 | 1'039'540 CHF | 1'042'540 CHF | 99.81% | 99.81% |
17.05.2024 | 0.29% | 3.52 CHF | 3.53 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 1'043'870 CHF | 1'046'870 CHF | 100.00% | 100.00% |
16.05.2024 | 0.30% | 3.32 CHF | 3.33 CHF | 300'000 | 300'000 | 299'739 | 299'739 | 1'001'350 CHF | 1'004'350 CHF | 99.99% | 99.99% |
15.05.2024 | 0.32% | 3.24 CHF | 3.25 CHF | 300'000 | 300'000 | 299'410 | 299'410 | 933'619 CHF | 936'619 CHF | 99.88% | 99.88% |
14.05.2024 | 0.34% | 3.01 CHF | 3.02 CHF | 300'000 | 300'000 | 299'966 | 299'966 | 881'286 CHF | 884'286 CHF | 99.79% | 99.79% |
13.05.2024 | 0.34% | 2.94 CHF | 2.95 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 882'221 CHF | 885'221 CHF | 100.00% | 100.00% |
10.05.2024 | 0.35% | 2.91 CHF | 2.92 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 862'460 CHF | 865'460 CHF | 100.00% | 100.00% |
08.05.2024 | 0.39% | 2.60 CHF | 2.61 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 772'935 CHF | 775'935 CHF | 99.77% | 99.77% |
07.05.2024 | 0.42% | 2.47 CHF | 2.48 CHF | 300'000 | 300'000 | 299'817 | 299'817 | 705'932 CHF | 708'932 CHF | 96.13% | 96.13% |