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 | 0.34% | 2.94 CHF | 2.95 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 886'110 CHF | 296'370 CHF | 99.22% | 99.22% |
15.05.2024 | 0.35% | 2.87 CHF | 2.88 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 853'116 CHF | 285'372 CHF | 99.18% | 99.18% |
14.05.2024 | 0.35% | 2.80 CHF | 2.81 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 852'728 CHF | 285'243 CHF | 99.23% | 99.23% |
13.05.2024 | 0.34% | 2.89 CHF | 2.90 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 872'895 CHF | 291'965 CHF | 98.28% | 98.28% |
10.05.2024 | 0.34% | 2.95 CHF | 2.96 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 877'895 CHF | 293'632 CHF | 99.23% | 99.23% |
08.05.2024 | 0.35% | 2.84 CHF | 2.85 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 854'300 CHF | 285'766 CHF | 99.21% | 99.21% |
07.05.2024 | 0.35% | 2.88 CHF | 2.89 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 862'214 CHF | 288'405 CHF | 99.24% | 99.24% |
06.05.2024 | 0.36% | 2.84 CHF | 2.85 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 839'548 CHF | 280'849 CHF | 99.28% | 99.28% |
03.05.2024 | 0.37% | 2.75 CHF | 2.76 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 810'676 CHF | 271'225 CHF | 99.18% | 99.18% |
02.05.2024 | 0.38% | 2.63 CHF | 2.64 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 795'860 CHF | 266'287 CHF | 99.20% | 99.20% |