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 | 0.47% | 2.28 CHF | 2.29 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 525'813 CHF | 528'313 CHF | 98.94% | 98.94% |
15.05.2024 | 0.50% | 1.98 CHF | 1.99 CHF | 250'000 | 250'000 | 244'852 | 244'852 | 513'346 CHF | 515'821 CHF | 98.06% | 98.06% |
14.05.2024 | 0.43% | 2.26 CHF | 2.27 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 573'772 CHF | 576'272 CHF | 97.90% | 97.90% |
13.05.2024 | 0.45% | 2.22 CHF | 2.23 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 556'899 CHF | 559'399 CHF | 100.00% | 100.00% |
10.05.2024 | 0.47% | 2.18 CHF | 2.19 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 530'198 CHF | 532'698 CHF | 98.58% | 98.58% |
08.05.2024 | 0.37% | 2.73 CHF | 2.74 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 676'250 CHF | 678'750 CHF | 99.97% | 99.97% |
07.05.2024 | 0.33% | 2.80 CHF | 2.81 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 767'387 CHF | 769'887 CHF | 99.75% | 99.75% |
06.05.2024 | 0.29% | 3.34 CHF | 3.35 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 853'184 CHF | 855'684 CHF | 99.89% | 99.89% |
03.05.2024 | 0.27% | 3.69 CHF | 3.70 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 923'965 CHF | 926'465 CHF | 96.79% | 96.79% |
02.05.2024 | 0.26% | 3.82 CHF | 3.83 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 948'182 CHF | 950'682 CHF | 99.41% | 99.41% |