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 | 0.26% | 3.88 CHF | 3.89 CHF | 250'000 | 250'000 | 249'798 | 249'798 | 955'533 CHF | 958'033 CHF | 100.00% | 100.00% |
15.05.2024 | 0.30% | 3.64 CHF | 3.65 CHF | 250'000 | 250'000 | 249'498 | 249'498 | 833'052 CHF | 835'552 CHF | 99.91% | 99.91% |
14.05.2024 | 0.33% | 3.11 CHF | 3.12 CHF | 250'000 | 250'000 | 249'933 | 249'950 | 764'129 CHF | 766'681 CHF | 99.70% | 99.70% |
13.05.2024 | 0.32% | 3.08 CHF | 3.09 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 780'467 CHF | 782'967 CHF | 100.00% | 100.00% |
10.05.2024 | 0.32% | 3.02 CHF | 3.03 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 781'675 CHF | 784'175 CHF | 100.00% | 100.00% |
08.05.2024 | 0.37% | 2.74 CHF | 2.75 CHF | 250'000 | 250'000 | 249'956 | 249'956 | 678'917 CHF | 681'417 CHF | 99.67% | 99.67% |
07.05.2024 | 0.36% | 2.85 CHF | 2.86 CHF | 250'000 | 250'000 | 249'853 | 249'821 | 687'192 CHF | 689'604 CHF | 99.70% | 99.70% |
06.05.2024 | 0.42% | 2.47 CHF | 2.48 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 597'572 CHF | 600'072 CHF | 100.00% | 100.00% |
03.05.2024 | 0.52% | 2.03 CHF | 2.04 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 486'512 CHF | 489'012 CHF | 98.72% | 98.72% |
02.05.2024 | 0.65% | 1.53 CHF | 1.54 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 385'855 CHF | 388'355 CHF | 99.42% | 99.42% |