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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24.05.2024 | 0.31% | 3.50 CHF | 3.51 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 810'767 CHF | 813'267 CHF | 100.00% | 100.00% |
23.05.2024 | 0.27% | 3.53 CHF | 3.54 CHF | 250'000 | 250'000 | 248'860 | 248'860 | 919'326 CHF | 921'826 CHF | 99.98% | 99.98% |
22.05.2024 | 0.28% | 3.61 CHF | 3.62 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 891'634 CHF | 894'134 CHF | 100.00% | 100.00% |
21.05.2024 | 0.29% | 3.51 CHF | 3.52 CHF | 250'000 | 250'000 | 249'786 | 249'786 | 869'695 CHF | 872'195 CHF | 99.81% | 99.81% |
17.05.2024 | 0.29% | 3.41 CHF | 3.42 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 852'757 CHF | 855'257 CHF | 100.00% | 100.00% |
16.05.2024 | 0.28% | 3.59 CHF | 3.60 CHF | 250'000 | 250'000 | 249'804 | 249'804 | 882'062 CHF | 884'562 CHF | 99.99% | 99.99% |
15.05.2024 | 0.33% | 3.34 CHF | 3.35 CHF | 250'000 | 250'000 | 249'468 | 249'468 | 759'129 CHF | 761'629 CHF | 99.89% | 99.89% |
14.05.2024 | 0.36% | 2.82 CHF | 2.83 CHF | 250'000 | 250'000 | 249'951 | 249'951 | 690'964 CHF | 693'464 CHF | 99.75% | 99.75% |
13.05.2024 | 0.35% | 2.79 CHF | 2.80 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 708'011 CHF | 710'511 CHF | 100.00% | 100.00% |
10.05.2024 | 0.35% | 2.73 CHF | 2.74 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 709'633 CHF | 712'133 CHF | 99.99% | 99.99% |