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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24.05.2024 | 0.50% | 3.18 CHF | 3.20 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 650'874 CHF | 654'118 CHF | 96.92% | 96.92% |
23.05.2024 | 0.52% | 3.16 CHF | 3.18 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 621'390 CHF | 624'617 CHF | 99.36% | 99.36% |
22.05.2024 | 0.51% | 3.18 CHF | 3.20 CHF | 200'000 | 200'000 | 200'006 | 200'006 | 631'931 CHF | 635'144 CHF | 96.83% | 96.83% |
21.05.2024 | 0.52% | 3.08 CHF | 3.10 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 613'781 CHF | 616'996 CHF | 99.65% | 99.65% |
17.05.2024 | 0.52% | 3.04 CHF | 3.05 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 612'647 CHF | 615'870 CHF | 99.35% | 99.35% |
16.05.2024 | 0.50% | 3.22 CHF | 3.24 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 640'905 CHF | 644'084 CHF | 99.22% | 99.22% |
15.05.2024 | 0.46% | 3.31 CHF | 3.33 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 686'068 CHF | 689'237 CHF | 98.77% | 98.77% |
14.05.2024 | 0.44% | 3.54 CHF | 3.55 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 723'061 CHF | 726'252 CHF | 99.40% | 99.40% |
13.05.2024 | 0.43% | 3.62 CHF | 3.63 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 723'669 CHF | 726'787 CHF | 98.91% | 98.91% |
10.05.2024 | 0.43% | 3.68 CHF | 3.70 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 744'201 CHF | 747'406 CHF | 100.00% | 100.00% |