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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 0.40% | 2.42 CHF | 2.43 CHF | 500'000 | 500'000 | 304'876 | 304'876 | 752'466 CHF | 755'515 CHF | 98.67% | 98.67% |
22.05.2024 | 0.42% | 2.50 CHF | 2.51 CHF | 500'000 | 500'000 | 306'272 | 306'272 | 733'798 CHF | 736'861 CHF | 96.22% | 96.22% |
21.05.2024 | 0.42% | 2.38 CHF | 2.39 CHF | 500'000 | 500'000 | 304'317 | 304'317 | 729'454 CHF | 732'498 CHF | 99.68% | 99.68% |
17.05.2024 | 0.40% | 2.45 CHF | 2.46 CHF | 500'000 | 500'000 | 303'497 | 303'497 | 748'927 CHF | 751'962 CHF | 98.89% | 98.89% |
16.05.2024 | 0.39% | 2.53 CHF | 2.54 CHF | 500'000 | 500'000 | 304'715 | 304'715 | 785'355 CHF | 788'402 CHF | 98.96% | 98.96% |
15.05.2024 | 0.40% | 2.50 CHF | 2.51 CHF | 500'000 | 500'000 | 305'516 | 305'516 | 756'218 CHF | 759'273 CHF | 97.56% | 97.56% |
14.05.2024 | 0.42% | 2.46 CHF | 2.47 CHF | 500'000 | 500'000 | 305'778 | 305'778 | 727'009 CHF | 730'067 CHF | 97.10% | 97.10% |
13.05.2024 | 0.40% | 2.39 CHF | 2.40 CHF | 500'000 | 500'000 | 303'090 | 303'090 | 752'236 CHF | 755'267 CHF | 99.03% | 99.03% |
10.05.2024 | 0.39% | 2.47 CHF | 2.48 CHF | 500'000 | 500'000 | 304'068 | 304'068 | 777'383 CHF | 780'424 CHF | 97.15% | 97.15% |
08.05.2024 | 0.41% | 2.54 CHF | 2.55 CHF | 500'000 | 500'000 | 304'350 | 304'350 | 746'577 CHF | 749'620 CHF | 98.45% | 98.45% |