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 | 0.49% | 2.24 CHF | 2.25 CHF | 250'000 | 250'000 | 244'848 | 244'848 | 519'763 CHF | 522'237 CHF | 98.05% | 98.05% |
14.05.2024 | 0.52% | 1.97 CHF | 1.98 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 483'810 CHF | 486'310 CHF | 97.90% | 97.90% |
13.05.2024 | 0.50% | 2.01 CHF | 2.02 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 500'332 CHF | 502'832 CHF | 99.89% | 99.89% |
10.05.2024 | 0.47% | 2.06 CHF | 2.07 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 530'909 CHF | 533'409 CHF | 98.59% | 98.59% |
08.05.2024 | 0.62% | 1.59 CHF | 1.60 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 405'578 CHF | 408'078 CHF | 99.97% | 99.97% |
07.05.2024 | 0.79% | 1.53 CHF | 1.54 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 316'998 CHF | 319'498 CHF | 99.75% | 99.75% |
06.05.2024 | 1.08% | 1.01 CHF | 1.02 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 233'248 CHF | 235'748 CHF | 99.89% | 99.89% |
03.05.2024 | 1.47% | 0.68 CHF | 0.69 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 169'483 CHF | 171'983 CHF | 97.07% | 97.07% |
02.05.2024 | 1.68% | 0.57 CHF | 0.58 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 147'946 CHF | 150'446 CHF | 99.41% | 99.41% |
30.04.2024 | 1.22% | 0.59 CHF | 0.60 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 204'516 CHF | 207'016 CHF | 99.02% | 99.02% |