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 | 0.40% | 2.51 CHF | 2.52 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 756'384 CHF | 253'128 CHF | 99.22% | 99.22% |
15.05.2024 | 0.41% | 2.43 CHF | 2.44 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 723'394 CHF | 242'131 CHF | 99.18% | 99.18% |
14.05.2024 | 0.41% | 2.37 CHF | 2.38 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 723'091 CHF | 242'030 CHF | 99.23% | 99.23% |
13.05.2024 | 0.40% | 2.46 CHF | 2.47 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 743'634 CHF | 248'878 CHF | 98.30% | 98.30% |
10.05.2024 | 0.40% | 2.52 CHF | 2.53 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 748'765 CHF | 250'588 CHF | 99.23% | 99.23% |
08.05.2024 | 0.41% | 2.41 CHF | 2.42 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 725'278 CHF | 242'760 CHF | 99.21% | 99.21% |
07.05.2024 | 0.41% | 2.45 CHF | 2.46 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 733'235 CHF | 245'412 CHF | 99.24% | 99.24% |
06.05.2024 | 0.42% | 2.41 CHF | 2.42 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 710'873 CHF | 237'958 CHF | 99.28% | 99.28% |
03.05.2024 | 0.44% | 2.33 CHF | 2.34 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 681'990 CHF | 228'330 CHF | 99.18% | 99.18% |
02.05.2024 | 0.45% | 2.20 CHF | 2.21 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 667'017 CHF | 223'339 CHF | 99.20% | 99.20% |