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 | 0.57% | 1.44 CHF | 1.45 CHF | 250'000 | 250'000 | 249'465 | 249'465 | 437'810 CHF | 440'310 CHF | 98.16% | 99.91% |
14.05.2024 | 0.48% | 2.00 CHF | 2.01 CHF | 250'000 | 250'000 | 249'951 | 249'951 | 515'109 CHF | 517'609 CHF | 99.97% | 99.97% |
13.05.2024 | 0.50% | 2.04 CHF | 2.05 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 497'928 CHF | 500'428 CHF | 99.91% | 100.00% |
10.05.2024 | 0.50% | 2.11 CHF | 2.12 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 497'987 CHF | 500'487 CHF | 99.99% | 99.99% |
08.05.2024 | 0.41% | 2.41 CHF | 2.42 CHF | 250'000 | 250'000 | 249'952 | 249'952 | 608'325 CHF | 610'825 CHF | 99.67% | 99.67% |
07.05.2024 | 0.41% | 2.32 CHF | 2.33 CHF | 250'000 | 250'000 | 249'848 | 249'848 | 604'727 CHF | 607'227 CHF | 99.71% | 99.71% |
06.05.2024 | 0.36% | 2.67 CHF | 2.68 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 687'181 CHF | 689'681 CHF | 100.00% | 100.00% |
03.05.2024 | 0.31% | 3.13 CHF | 3.14 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 804'574 CHF | 807'074 CHF | 99.62% | 99.62% |
02.05.2024 | 0.27% | 3.68 CHF | 3.69 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 916'649 CHF | 919'149 CHF | 99.56% | 99.56% |
30.04.2024 | 0.32% | 3.38 CHF | 3.39 CHF | 250'000 | 250'000 | 249'855 | 249'855 | 779'711 CHF | 782'211 CHF | 99.99% | 99.99% |