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% | 1.46 CHF | 1.47 CHF | 250'000 | 250'000 | 249'488 | 249'488 | 443'902 CHF | 446'402 CHF | 99.91% | 99.91% |
14.05.2024 | 0.48% | 2.03 CHF | 2.04 CHF | 250'000 | 250'000 | 249'950 | 249'950 | 522'011 CHF | 524'511 CHF | 99.98% | 99.98% |
13.05.2024 | 0.49% | 2.10 CHF | 2.11 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 512'167 CHF | 514'667 CHF | 100.00% | 100.00% |
10.05.2024 | 0.49% | 2.17 CHF | 2.18 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 511'493 CHF | 513'993 CHF | 99.99% | 99.99% |
08.05.2024 | 0.40% | 2.46 CHF | 2.47 CHF | 250'000 | 250'000 | 249'956 | 249'956 | 621'944 CHF | 624'444 CHF | 99.67% | 99.67% |
07.05.2024 | 0.41% | 2.36 CHF | 2.37 CHF | 250'000 | 250'000 | 249'871 | 249'871 | 614'379 CHF | 616'879 CHF | 99.72% | 99.72% |
06.05.2024 | 0.36% | 2.71 CHF | 2.72 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 696'564 CHF | 699'064 CHF | 100.00% | 100.00% |
03.05.2024 | 0.31% | 3.16 CHF | 3.17 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 814'261 CHF | 816'761 CHF | 99.56% | 99.56% |
02.05.2024 | 0.27% | 3.72 CHF | 3.73 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 926'435 CHF | 928'935 CHF | 99.52% | 99.52% |
30.04.2024 | 0.32% | 3.42 CHF | 3.43 CHF | 250'000 | 250'000 | 249'800 | 249'800 | 789'275 CHF | 791'775 CHF | 99.99% | 99.99% |