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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.58% | 1.72 CHF | 1.73 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 428'690 CHF | 172'476 CHF | 98.26% | 98.26% |
14.05.2024 | 0.58% | 1.69 CHF | 1.70 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 431'447 CHF | 173'579 CHF | 99.37% | 99.37% |
13.05.2024 | 0.57% | 1.72 CHF | 1.73 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 438'021 CHF | 176'208 CHF | 98.86% | 98.86% |
10.05.2024 | 0.56% | 1.77 CHF | 1.78 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 446'120 CHF | 179'448 CHF | 99.22% | 99.22% |
08.05.2024 | 0.54% | 1.79 CHF | 1.80 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 461'930 CHF | 185'772 CHF | 99.34% | 99.34% |
07.05.2024 | 0.49% | 2.03 CHF | 2.04 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 512'849 CHF | 206'139 CHF | 97.84% | 97.84% |
06.05.2024 | 0.48% | 2.08 CHF | 2.09 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 523'182 CHF | 210'273 CHF | 99.37% | 99.37% |
03.05.2024 | 0.50% | 2.03 CHF | 2.04 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 499'467 CHF | 200'787 CHF | 99.28% | 99.28% |
02.05.2024 | 0.50% | 2.00 CHF | 2.01 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 499'297 CHF | 200'719 CHF | 98.74% | 98.74% |
30.04.2024 | 0.48% | 2.03 CHF | 2.04 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 521'642 CHF | 209'657 CHF | 99.37% | 99.37% |