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 | 0.38% | 2.59 CHF | 2.60 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 778'609 CHF | 260'536 CHF | 99.56% | 99.56% |
15.05.2024 | 0.38% | 2.58 CHF | 2.59 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 778'069 CHF | 260'356 CHF | 99.69% | 99.69% |
14.05.2024 | 0.39% | 2.60 CHF | 2.61 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 760'328 CHF | 254'443 CHF | 99.57% | 99.57% |
13.05.2024 | 0.40% | 2.50 CHF | 2.51 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 755'511 CHF | 252'837 CHF | 98.97% | 98.97% |
10.05.2024 | 0.39% | 2.52 CHF | 2.53 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 768'372 CHF | 257'124 CHF | 99.62% | 99.62% |
08.05.2024 | 0.40% | 2.51 CHF | 2.52 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 753'674 CHF | 252'225 CHF | 99.55% | 99.55% |
07.05.2024 | 0.40% | 2.52 CHF | 2.53 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 753'404 CHF | 252'135 CHF | 99.72% | 99.72% |
06.05.2024 | 0.43% | 2.34 CHF | 2.35 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 690'117 CHF | 231'039 CHF | 99.61% | 99.61% |
03.05.2024 | 0.44% | 2.24 CHF | 2.25 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 687'010 CHF | 230'003 CHF | 99.39% | 99.39% |
02.05.2024 | 0.42% | 2.36 CHF | 2.37 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 704'760 CHF | 235'920 CHF | 99.57% | 99.57% |