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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.40% | 2.63 CHF | 2.64 CHF | 300'000 | 300'000 | 299'369 | 299'369 | 749'358 CHF | 752'358 CHF | 99.88% | 99.88% |
14.05.2024 | 0.43% | 2.40 CHF | 2.41 CHF | 300'000 | 300'000 | 299'966 | 299'966 | 696'679 CHF | 699'679 CHF | 99.79% | 99.79% |
13.05.2024 | 0.43% | 2.32 CHF | 2.33 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 697'762 CHF | 700'762 CHF | 100.00% | 100.00% |
10.05.2024 | 0.44% | 2.30 CHF | 2.31 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 677'845 CHF | 680'845 CHF | 100.00% | 100.00% |
08.05.2024 | 0.51% | 1.99 CHF | 2.00 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 588'294 CHF | 591'294 CHF | 99.77% | 99.77% |
07.05.2024 | 0.58% | 1.86 CHF | 1.87 CHF | 300'000 | 300'000 | 299'799 | 299'799 | 521'066 CHF | 524'066 CHF | 96.14% | 96.14% |
06.05.2024 | 0.67% | 1.47 CHF | 1.48 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 449'778 CHF | 452'778 CHF | 100.00% | 100.00% |
03.05.2024 | 0.74% | 1.36 CHF | 1.37 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 406'356 CHF | 409'356 CHF | 99.90% | 99.90% |
02.05.2024 | 0.76% | 1.23 CHF | 1.24 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 395'921 CHF | 398'921 CHF | 99.56% | 99.56% |
30.04.2024 | 0.69% | 1.36 CHF | 1.37 CHF | 300'000 | 300'000 | 299'843 | 299'843 | 430'601 CHF | 433'601 CHF | 100.00% | 100.00% |