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 | 0.30% | 3.33 CHF | 3.34 CHF | 250'000 | 250'000 | 249'791 | 249'791 | 842'929 CHF | 845'429 CHF | 100.00% | 100.00% |
15.05.2024 | 0.31% | 3.37 CHF | 3.38 CHF | 250'000 | 250'000 | 249'481 | 249'481 | 810'077 CHF | 812'577 CHF | 99.83% | 99.83% |
14.05.2024 | 0.33% | 3.10 CHF | 3.11 CHF | 250'000 | 250'000 | 249'948 | 249'948 | 765'489 CHF | 767'989 CHF | 99.88% | 99.88% |
13.05.2024 | 0.33% | 2.99 CHF | 3.00 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 763'034 CHF | 765'534 CHF | 99.45% | 99.45% |
10.05.2024 | 0.30% | 3.23 CHF | 3.24 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 823'602 CHF | 826'102 CHF | 100.00% | 100.00% |
08.05.2024 | 0.36% | 2.81 CHF | 2.82 CHF | 250'000 | 250'000 | 249'943 | 249'943 | 698'783 CHF | 701'283 CHF | 99.29% | 99.29% |
07.05.2024 | 0.35% | 2.83 CHF | 2.84 CHF | 250'000 | 250'000 | 249'835 | 249'835 | 707'262 CHF | 709'762 CHF | 100.00% | 100.00% |
06.05.2024 | 0.35% | 2.89 CHF | 2.90 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 717'673 CHF | 720'173 CHF | 100.00% | 100.00% |
03.05.2024 | 0.37% | 2.63 CHF | 2.64 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 670'729 CHF | 673'228 CHF | 98.20% | 98.20% |
02.05.2024 | 0.37% | 2.74 CHF | 2.75 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 681'231 CHF | 683'731 CHF | 99.99% | 99.99% |