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 | 0.41% | 3.82 CHF | 3.83 CHF | 250'000 | 250'000 | 210'584 | 210'584 | 814'003 CHF | 816'405 CHF | 99.00% | 99.00% |
15.05.2024 | 0.53% | 3.84 CHF | 3.88 CHF | 50'000 | 50'000 | 183'459 | 183'459 | 684'118 CHF | 686'452 CHF | 97.71% | 97.71% |
14.05.2024 | 0.29% | 3.59 CHF | 3.60 CHF | 250'000 | 250'000 | 247'386 | 247'386 | 878'358 CHF | 880'851 CHF | 97.88% | 97.88% |
13.05.2024 | 0.30% | 3.48 CHF | 3.49 CHF | 250'000 | 250'000 | 246'257 | 246'257 | 871'625 CHF | 874'116 CHF | 99.93% | 99.93% |
10.05.2024 | 0.26% | 3.72 CHF | 3.73 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 945'353 CHF | 947'853 CHF | 98.68% | 98.68% |
08.05.2024 | 0.30% | 3.29 CHF | 3.30 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 820'611 CHF | 823'111 CHF | 100.00% | 100.00% |
07.05.2024 | 0.30% | 3.32 CHF | 3.33 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 829'354 CHF | 831'854 CHF | 99.89% | 99.89% |
06.05.2024 | 0.38% | 3.38 CHF | 3.39 CHF | 250'000 | 250'000 | 230'381 | 230'381 | 772'218 CHF | 774'669 CHF | 100.00% | 100.00% |
03.05.2024 | 0.48% | 3.12 CHF | 3.13 CHF | 250'000 | 250'000 | 214'870 | 214'870 | 682'014 CHF | 684'426 CHF | 97.12% | 97.12% |
02.05.2024 | 0.38% | 3.23 CHF | 3.24 CHF | 250'000 | 250'000 | 236'113 | 236'113 | 759'522 CHF | 761'987 CHF | 99.28% | 99.28% |