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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 0.40% | 2.43 CHF | 2.44 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 744'348 CHF | 249'116 CHF | 99.21% | 99.21% |
16.05.2024 | 0.39% | 2.59 CHF | 2.60 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 768'608 CHF | 257'203 CHF | 99.19% | 99.19% |
15.05.2024 | 0.44% | 2.50 CHF | 2.51 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 679'876 CHF | 227'625 CHF | 99.15% | 99.15% |
14.05.2024 | 0.47% | 2.17 CHF | 2.18 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 635'384 CHF | 212'795 CHF | 99.22% | 99.22% |
13.05.2024 | 0.47% | 2.13 CHF | 2.14 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 640'511 CHF | 214'504 CHF | 98.26% | 98.26% |
10.05.2024 | 0.47% | 2.10 CHF | 2.11 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 632'319 CHF | 211'773 CHF | 99.22% | 99.22% |
08.05.2024 | 0.47% | 2.14 CHF | 2.15 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 643'028 CHF | 215'343 CHF | 99.20% | 99.20% |
07.05.2024 | 0.45% | 2.16 CHF | 2.17 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 660'770 CHF | 221'257 CHF | 99.18% | 99.18% |
06.05.2024 | 0.48% | 2.24 CHF | 2.25 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 625'307 CHF | 209'436 CHF | 99.28% | 99.28% |
03.05.2024 | 0.55% | 1.90 CHF | 1.91 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 549'660 CHF | 184'220 CHF | 99.14% | 99.14% |