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 | 0.43% | 2.30 CHF | 2.31 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 691'499 CHF | 231'500 CHF | 99.22% | 99.22% |
15.05.2024 | 0.45% | 2.22 CHF | 2.23 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 658'777 CHF | 220'592 CHF | 99.18% | 99.18% |
14.05.2024 | 0.45% | 2.15 CHF | 2.16 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 658'510 CHF | 220'503 CHF | 99.23% | 99.23% |
13.05.2024 | 0.44% | 2.25 CHF | 2.26 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 679'101 CHF | 227'367 CHF | 98.30% | 98.30% |
10.05.2024 | 0.44% | 2.31 CHF | 2.32 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 684'397 CHF | 229'132 CHF | 99.23% | 99.23% |
08.05.2024 | 0.45% | 2.20 CHF | 2.21 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 660'996 CHF | 221'332 CHF | 99.21% | 99.21% |
07.05.2024 | 0.45% | 2.24 CHF | 2.25 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 668'838 CHF | 223'946 CHF | 99.24% | 99.24% |
06.05.2024 | 0.46% | 2.20 CHF | 2.21 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 646'726 CHF | 216'575 CHF | 99.28% | 99.28% |
03.05.2024 | 0.48% | 2.11 CHF | 2.12 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 617'948 CHF | 206'983 CHF | 99.17% | 99.17% |
02.05.2024 | 0.50% | 1.98 CHF | 1.99 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 602'746 CHF | 201'915 CHF | 99.20% | 99.20% |