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 | 0.33% | 3.12 CHF | 3.13 CHF | 250'000 | 250'000 | 249'796 | 249'796 | 762'846 CHF | 765'346 CHF | 100.00% | 100.00% |
15.05.2024 | 0.40% | 2.84 CHF | 2.85 CHF | 250'000 | 250'000 | 249'490 | 249'490 | 633'798 CHF | 636'298 CHF | 99.89% | 99.89% |
14.05.2024 | 0.44% | 2.31 CHF | 2.32 CHF | 250'000 | 250'000 | 249'949 | 249'949 | 564'972 CHF | 567'472 CHF | 99.72% | 99.72% |
13.05.2024 | 0.43% | 2.29 CHF | 2.30 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 582'573 CHF | 585'073 CHF | 100.00% | 100.00% |
10.05.2024 | 0.43% | 2.23 CHF | 2.24 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 583'476 CHF | 585'976 CHF | 99.99% | 99.99% |
08.05.2024 | 0.52% | 1.95 CHF | 1.96 CHF | 250'000 | 250'000 | 249'951 | 249'951 | 480'367 CHF | 482'867 CHF | 99.67% | 99.67% |
07.05.2024 | 0.51% | 2.06 CHF | 2.07 CHF | 250'000 | 250'000 | 249'872 | 249'452 | 493'054 CHF | 494'714 CHF | 99.73% | 99.73% |
06.05.2024 | 0.61% | 1.73 CHF | 1.74 CHF | 250'000 | 250'000 | 249'997 | 250'000 | 411'055 CHF | 413'560 CHF | 100.00% | 100.00% |
03.05.2024 | 0.84% | 1.29 CHF | 1.30 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 300'813 CHF | 303'313 CHF | 99.64% | 99.64% |
02.05.2024 | 1.26% | 0.78 CHF | 0.79 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 199'072 CHF | 201'572 CHF | 99.56% | 99.56% |